Cape Industrial Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.42% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3235 | 16.92 | |
| 0.0874 | 17.15 | |
| 0.8805 | 221.01 | |
| 0.0093 | 1.00 |
Estimation Period:
May 29, 2007 to Feb 13, 2026
May 29, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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