Alicon Castalloy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.33% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4676 | 16.77 | |
| 0.0775 | 15.14 | |
| 0.8784 | 222.82 | |
| 0.0192 | 1.73 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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