Celebrity Fashions Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.61% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8014 | 16.83 | |
| 0.1260 | 14.53 | |
| 0.7506 | 77.57 | |
| 0.0479 | 2.59 |
Estimation Period:
Jan 12, 2006 to Feb 13, 2026
Jan 12, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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