Cadence Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.46% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 11.75 | |
| 0.0848 | 12.23 | |
| 0.8916 | 221.40 | |
| -0.0018 | -0.15 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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