Century Extrusions Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.56% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9629 | 19.61 | |
| 0.1875 | 20.07 | |
| 0.7138 | 71.65 | |
| -0.0246 | -1.55 |
Estimation Period:
Mar 19, 2010 to Feb 6, 2026
Mar 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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