Ci Capital Holding For Finan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.75% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5042 | 9.01 | |
| 0.0868 | 8.14 | |
| 0.7960 | 44.43 | |
| 0.0210 | 1.17 |
Estimation Period:
Dec 3, 2007 to Feb 5, 2026
Dec 3, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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