Caverton Offshore Support GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.31% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5023 | 12.81 | |
| 0.0922 | 10.14 | |
| 0.8912 | 188.97 | |
| -0.0358 | -2.57 |
Estimation Period:
Jul 21, 2014 to Feb 13, 2026
Jul 21, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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