Goldcrest Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.00% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 12.71 | |
| 0.0424 | 16.48 | |
| 0.9497 | 682.72 | |
| 0.0085 | 1.76 |
Estimation Period:
Oct 14, 1998 to Feb 13, 2026
Oct 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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