Chartered Capital & INV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.46% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 15.26 | |
| 0.0906 | 6.34 | |
| 0.8988 | 270.65 | |
| -0.0022 | -0.08 |
Estimation Period:
Jul 13, 2012 to Feb 6, 2026
Jul 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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