Captain Pipes Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.05% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6671 | 11.20 | |
| 0.0967 | 11.58 | |
| 0.8675 | 131.35 | |
| -0.0189 | -1.47 |
Estimation Period:
Dec 11, 2014 to Feb 6, 2026
Dec 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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