Cooks Coffee Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.04% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2113 | 2.64 | |
| 0.0031 | 1.55 | |
| 0.9549 | 217.36 | |
| 0.0687 | 7.44 |
Estimation Period:
Oct 23, 2008 to Jan 30, 2026
Oct 23, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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