Capital Securities Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.09% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6181 | 10.06 | |
| 0.1442 | 8.36 | |
| 0.8154 | 72.25 | |
| -0.1020 | -4.46 |
Estimation Period:
Dec 22, 2022 to Jan 30, 2026
Dec 22, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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