Cafom GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.00% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9929 | 14.33 | |
| 0.1214 | 10.83 | |
| 0.4860 | 20.56 | |
| 0.4601 | 6.23 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
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