CTP B.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.11% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 5.81 | |
| 0.0214 | 4.00 | |
| 0.9526 | 291.50 | |
| 0.0226 | 1.98 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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