Associated Ceramics Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:96.20% (+16.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 3.77 | |
| 0.1448 | 20.35 | |
| 0.8608 | 146.18 | |
| -0.0113 | -0.68 |
Estimation Period:
Jul 16, 1998 to Jan 30, 2026
Jul 16, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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