Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.93% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7050 | 13.52 | |
| 0.1043 | 9.27 | |
| 0.7718 | 64.30 | |
| 0.0518 | 2.50 |
Estimation Period:
Jun 7, 2010 to Feb 6, 2026
Jun 7, 2010 to Feb 6, 2026
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