Clime Investment Management Lt GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.09% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7297 | 15.23 | |
| 0.1828 | 15.92 | |
| 0.7448 | 83.87 | |
| -0.0052 | -0.29 |
Estimation Period:
Dec 15, 2000 to Jan 23, 2026
Dec 15, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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