Capral Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.30% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1014 | 14.72 | |
| 0.0590 | 20.01 | |
| 0.9184 | 403.14 | |
| 0.0291 | 5.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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