Centuria Capital Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.16% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 12.22 | |
| 0.0687 | 13.76 | |
| 0.9101 | 242.82 | |
| 0.0105 | 1.05 |
Estimation Period:
Mar 27, 2002 to Feb 6, 2026
Mar 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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