Capral Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.29% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7083 | 11.65 | |
| 0.2134 | 6.76 | |
| 0.5137 | 17.94 | |
| -0.1309 | -3.02 |
Estimation Period:
Dec 4, 2017 to Feb 6, 2026
Dec 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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