Consecutive Commodities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.03% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5122 | 8.25 | |
| 0.3057 | 9.51 | |
| 0.4919 | 13.46 | |
| -0.0035 | -0.08 |
Estimation Period:
Oct 16, 2019 to Feb 6, 2026
Oct 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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