CATARC Automotive Proving Ground Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.58% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2752 | 11.25 | |
| 0.3092 | 6.34 | |
| 0.6560 | 40.63 | |
| -0.2075 | -3.40 |
Estimation Period:
Mar 8, 2022 to Feb 6, 2026
Mar 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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