Canuma Capital Multiestrateg GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.56% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 6.54 | |
| 0.3762 | 6.69 | |
| 0.7288 | 79.84 | |
| -0.2100 | -2.82 |
Estimation Period:
Oct 28, 2022 to Feb 13, 2026
Oct 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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