Creek & River Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.42% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 5.53 | |
| 0.0424 | 15.41 | |
| 0.9666 | 444.81 | |
| -0.0237 | -8.07 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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