Caplin Point Laboratories GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.74% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4324 | 13.32 | |
| 0.1476 | 5.79 | |
| 0.6984 | 48.66 | |
| 0.0190 | 0.41 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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