Global International Credit Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.83% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3435 | 14.41 | |
| 0.1673 | 11.23 | |
| 0.7293 | 67.67 | |
| 0.0318 | 1.05 |
Estimation Period:
Dec 12, 2014 to Feb 6, 2026
Dec 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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