Redcap Tour Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.10% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0975 | 13.05 | |
| 0.1048 | 7.47 | |
| 0.8991 | 281.33 | |
| -0.0223 | -0.93 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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