Centrepoint Alliance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.91% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7181 | 12.13 | |
| 0.1003 | 6.33 | |
| 0.8502 | 125.58 | |
| 0.0299 | 0.94 |
Estimation Period:
Jun 25, 2002 to Feb 6, 2026
Jun 25, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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