Capricorn Energy PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.83% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1339 | 15.06 | |
| 0.0485 | 17.61 | |
| 0.9042 | 269.28 | |
| 0.0750 | 9.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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