Caster Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.29% (-6.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3972 | 7.01 | |
| 0.1790 | 5.13 | |
| 0.4031 | 8.78 | |
| 0.3050 | 2.19 |
Estimation Period:
Oct 3, 2023 to Feb 13, 2026
Oct 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Caster Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities