A Capital Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.98% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6320 | 17.79 | |
| 0.8066 | 9.70 | |
| 0.1640 | 7.92 | |
| 0.0588 | 0.46 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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