CPT Global Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.01% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6217 | 5.87 | |
| 0.0718 | 6.72 | |
| 0.9325 | 225.72 | |
| -0.0456 | -3.39 |
Estimation Period:
Sep 8, 2000 to Jan 9, 2026
Sep 8, 2000 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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