Centuria Capital Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.25% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 12.24 | |
| 0.0683 | 13.73 | |
| 0.9105 | 244.90 | |
| 0.0102 | 1.04 |
Estimation Period:
Mar 27, 2002 to Feb 20, 2026
Mar 27, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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