Capitaland Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.95% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4841 | 10.50 | |
| 0.2169 | 7.69 | |
| 0.5821 | 18.13 | |
| -0.0554 | -1.20 |
Estimation Period:
Sep 20, 2021 to Feb 6, 2026
Sep 20, 2021 to Feb 6, 2026
News Impact Curve
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