Chams Holding Company PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.91% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.72 | |
| 0.0391 | 2.19 | |
| 0.9516 | 332.49 | |
| 0.0185 | 0.40 |
Estimation Period:
Sep 24, 2008 to Feb 13, 2026
Sep 24, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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