CIC Group JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.17% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2964 | 9.85 | |
| 0.0959 | 10.03 | |
| 0.8449 | 108.81 | |
| 0.0484 | 2.50 |
Estimation Period:
Mar 25, 2020 to Feb 13, 2026
Mar 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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