Acorn Capital Investment Fund Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.12% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2244 | 17.56 | |
| 0.0972 | 12.55 | |
| 0.8018 | 103.62 | |
| 0.0385 | 2.43 |
Estimation Period:
May 1, 2014 to Feb 6, 2026
May 1, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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