Caledonia Investments PLC/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.61% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 19.50 | |
| 0.0628 | 15.01 | |
| 0.8836 | 298.51 | |
| 0.0715 | 6.27 |
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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