Antarctica Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.68% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 4.04 | |
| 0.0649 | 9.01 | |
| 0.9279 | 276.09 | |
| 0.0143 | 1.12 |
Estimation Period:
Feb 19, 2014 to Feb 13, 2026
Feb 19, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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