CMX Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.60% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 11.53 | |
| 0.1435 | 15.46 | |
| 0.8512 | 128.23 | |
| 0.0036 | 0.31 |
Estimation Period:
Oct 4, 2013 to Feb 6, 2026
Oct 4, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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