Clio Cosmetics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.68% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1237 | 9.13 | |
| 0.0364 | 9.60 | |
| 0.9424 | 284.62 | |
| 0.0168 | 2.33 |
Estimation Period:
Nov 9, 2016 to Feb 13, 2026
Nov 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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