Carmen Century Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:382.91% (-29.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2674 | 17.84 | |
| 0.1727 | 11.37 | |
| 0.7401 | 70.02 | |
| 0.1744 | 5.37 |
Estimation Period:
Aug 25, 2008 to Jun 27, 2025
Aug 25, 2008 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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