Carlton Investments Ltd/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.22% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 13.85 | |
| 0.0941 | 13.87 | |
| 0.9094 | 264.89 | |
| -0.0307 | -3.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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