Cil Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.36% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 7.64 | |
| 0.0942 | 13.89 | |
| 0.9020 | 277.70 | |
| 0.0077 | 0.61 |
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Jul 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cil Securities Ltd Analyses
Other GJR-GARCH Analyses on International Equities