Caspian Sunrise PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.60% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5808 | 6.15 | |
| 0.0098 | 5.40 | |
| 0.9577 | 210.12 | |
| 0.0316 | 6.18 |
Estimation Period:
May 22, 2007 to Feb 13, 2026
May 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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