Canfin Homes GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.44% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4332 | 17.14 | |
| 0.0843 | 17.52 | |
| 0.8430 | 158.16 | |
| 0.0555 | 4.91 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
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