Capri Global Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.51% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2397 | 21.08 | |
| 0.2620 | 13.22 | |
| 0.4360 | 23.74 | |
| 0.0926 | 2.13 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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