Chrysalis Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.22% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 11.13 | |
| 0.0559 | 15.01 | |
| 0.9315 | 278.81 | |
| 0.0252 | 2.90 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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