Capital Alliance Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.63% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3695 | 8.36 | |
| 0.1347 | 5.90 | |
| 0.7793 | 41.89 | |
| -0.0822 | -2.75 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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