Capital VC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:106.77% (-8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8909 | 11.42 | |
| 0.1844 | 12.22 | |
| 0.7720 | 67.67 | |
| -0.0799 | -4.36 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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