Clifford Modern Living Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.88% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5137 | 10.78 | |
| 0.2467 | 12.10 | |
| 0.7998 | 76.04 | |
| -0.1834 | -6.75 |
Estimation Period:
Nov 8, 2016 to Feb 6, 2026
Nov 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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