Sec Carbon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.68% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1527 | 18.47 | |
| 0.0947 | 20.60 | |
| 0.8852 | 284.73 | |
| 0.0127 | 1.32 |
Estimation Period:
Jan 22, 1999 to Jan 30, 2026
Jan 22, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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