Caxton and CTP Publishers and Printers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.16% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1633 | 9.94 | |
| 0.0850 | 11.39 | |
| 0.8957 | 153.08 | |
| -0.0013 | -0.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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