Cafe de Coral Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.71% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 23.65 | |
| 0.0974 | 26.43 | |
| 0.8919 | 377.43 | |
| -0.0003 | -0.05 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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