Clientele Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.98% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9160 | 19.26 | |
| 0.1727 | 9.30 | |
| 0.7384 | 62.42 | |
| -0.0086 | -0.29 |
Estimation Period:
May 21, 2008 to Jan 30, 2026
May 21, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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