Capitaland Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.29% (+4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5401 | 12.98 | |
| 0.3941 | 8.35 | |
| 0.3541 | 9.94 | |
| -0.2851 | -5.19 |
Estimation Period:
Oct 28, 2021 to Feb 6, 2026
Oct 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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