Carbacid Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.73% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7749 | 11.36 | |
| 0.2937 | 10.70 | |
| 0.5110 | 16.64 | |
| -0.0339 | -0.62 |
Estimation Period:
Mar 18, 1991 to Feb 6, 2026
Mar 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Carbacid Investments Ltd Analyses
Other GJR-GARCH Analyses on International Equities