Carabao Group Public Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.11% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1045 | 8.17 | |
| 0.0197 | 6.95 | |
| 0.9399 | 261.36 | |
| 0.0448 | 5.48 |
Estimation Period:
Nov 24, 2014 to Feb 13, 2026
Nov 24, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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