Waves Corporation Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.72% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2996 | 21.95 | |
| 0.1478 | 18.46 | |
| 0.6932 | 72.50 | |
| 0.0081 | 0.54 |
Estimation Period:
Dec 21, 2005 to Feb 6, 2026
Dec 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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