Wasko SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.23% (-5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5569 | 8.49 | |
| 0.0732 | 8.14 | |
| 0.8279 | 70.08 | |
| 0.0435 | 2.33 |
Estimation Period:
Nov 5, 2007 to Feb 6, 2026
Nov 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities