Carpenter Tan Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.89% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3047 | 18.61 | |
| 0.1854 | 16.69 | |
| 0.7170 | 78.53 | |
| 0.0254 | 1.21 |
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Dec 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Carpenter Tan Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities