C-Lab Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:30.38% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8472 | 5.48 | |
| 0.0312 | 4.14 | |
| 0.6426 | 13.67 | |
| 0.1787 | 3.64 |
Estimation Period:
Feb 25, 2021 to Jan 30, 2026
Feb 25, 2021 to Jan 30, 2026
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