Caledonia Investments PLC/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.67% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 19.49 | |
| 0.0627 | 15.01 | |
| 0.8837 | 298.75 | |
| 0.0714 | 6.27 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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