Capital Environment Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.35% (+5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8868 | 19.74 | |
| 0.1420 | 13.45 | |
| 0.7906 | 116.89 | |
| 0.0438 | 2.43 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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