Creema Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.31% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8063 | 12.73 | |
| 0.3529 | 10.50 | |
| 0.5518 | 26.37 | |
| -0.0922 | -2.11 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
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