Rococo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.08% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4269 | 9.55 | |
| 0.4141 | 6.88 | |
| 0.5462 | 13.86 | |
| -0.2204 | -2.65 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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