Gfc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.66% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 14.09 | |
| 0.1158 | 20.74 | |
| 0.8975 | 273.54 | |
| -0.0266 | -3.06 |
Estimation Period:
Sep 2, 2003 to Feb 11, 2026
Sep 2, 2003 to Feb 11, 2026
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