Georgia Capital PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.00% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2185 | 15.09 | |
| 0.0552 | 8.18 | |
| 0.8575 | 133.31 | |
| 0.0738 | 4.78 |
Estimation Period:
May 29, 2018 to Feb 6, 2026
May 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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