Classic Filaments Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.78% (+10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6433 | 6.46 | |
| 0.1682 | 4.72 | |
| 0.7548 | 30.58 | |
| 0.1120 | 2.18 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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