Credit Intelligence Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3361 | 0.00 | |
| 0.7170 | 0.00 | |
| -0.1311 | -0.00 |
Estimation Period:
Jul 10, 2008 to May 30, 2025
Jul 10, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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