Cityman Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.77% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 9.63 | |
| 0.0648 | 10.21 | |
| 0.9185 | 269.52 | |
| 0.0334 | 3.09 |
Estimation Period:
Mar 19, 2012 to Feb 6, 2026
Mar 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities