Centuria Capital Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.71% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0969 | 12.23 | |
| 0.0678 | 13.70 | |
| 0.9109 | 245.92 | |
| 0.0106 | 1.07 |
Estimation Period:
Mar 27, 2002 to Jan 30, 2026
Mar 27, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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