CAQ Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 20th, 2025:139.37% (+62.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6873 | 6.79 | |
| 0.0849 | 6.87 | |
| 0.8430 | 50.95 | |
| 0.0127 | 0.43 |
Estimation Period:
Jul 25, 2005 to Jun 27, 2025
Jul 25, 2005 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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