8common Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:146.60% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1456 | 1.90 | |
| 0.0000 | 0.00 | |
| 0.9679 | 520.67 | |
| 0.0641 | 12.59 |
Estimation Period:
Aug 27, 2014 to Feb 13, 2026
Aug 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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