Casablanca Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.69% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3925 | 13.37 | |
| 0.2026 | 12.65 | |
| 0.6537 | 40.42 | |
| 0.0101 | 0.35 |
Estimation Period:
Nov 23, 2012 to Feb 6, 2026
Nov 23, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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