Clime Capital Ltd/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.48% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 16.17 | |
| 0.1243 | 18.93 | |
| 0.8730 | 235.63 | |
| -0.0298 | -2.65 |
Estimation Period:
Feb 3, 2004 to Feb 6, 2026
Feb 3, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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