Cross Cat Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.38% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3707 | 13.34 | |
| 0.1126 | 17.50 | |
| 0.8778 | 214.72 | |
| -0.0458 | -3.91 |
Estimation Period:
Jun 20, 2002 to Feb 13, 2026
Jun 20, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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