Chlitina Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.82% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 7.15 | |
| 0.0267 | 6.34 | |
| 0.9673 | 482.22 | |
| 0.0027 | 0.32 |
Estimation Period:
Dec 30, 2013 to Feb 11, 2026
Dec 30, 2013 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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