KC Cottrell Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:28.90% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2048 | 10.29 | |
| 0.0443 | 10.78 | |
| 0.9355 | 268.91 | |
| 0.0053 | 0.44 |
Estimation Period:
Jan 29, 2010 to Jun 2, 2025
Jan 29, 2010 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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