Computer Modelling Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:120.11% (-9.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3283 | 10.95 | |
| 0.1203 | 9.40 | |
| 0.8507 | 108.76 | |
| 0.0216 | 1.35 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Computer Modelling Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities