Canarys Automations Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:93.87% (+44.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.71 | |
| 0.1164 | 3.86 | |
| 0.4744 | 13.33 | |
| -0.0957 | -2.31 |
Estimation Period:
Oct 10, 2023 to Jan 30, 2026
Oct 10, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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