Cons Constr Consortium Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.47% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6906 | 5.99 | |
| 0.0916 | 9.78 | |
| 0.8484 | 94.59 | |
| 0.0382 | 2.51 |
Estimation Period:
Oct 19, 2007 to Feb 6, 2026
Oct 19, 2007 to Feb 6, 2026
News Impact Curve
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