Chemfab Alkalies Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.66% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 23.10 | |
| 0.2760 | 11.00 | |
| 0.1936 | 9.20 | |
| 0.0268 | 0.51 |
Estimation Period:
Apr 25, 2018 to Feb 13, 2026
Apr 25, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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