Artefact Projects Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.14% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4808 | 12.73 | |
| 0.0797 | 11.35 | |
| 0.8691 | 136.42 | |
| 0.0224 | 1.62 |
Estimation Period:
Jan 11, 2010 to Feb 13, 2026
Jan 11, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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