Capital Gearing Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.01% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 12.01 | |
| 0.0746 | 13.97 | |
| 0.8751 | 284.78 | |
| 0.1005 | 8.03 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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