786 Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.82% (+16.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 7.60 | |
| 0.0759 | 9.18 | |
| 0.8917 | 177.71 | |
| 0.0648 | 2.73 |
Estimation Period:
May 23, 2013 to Feb 6, 2026
May 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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