Centuria Capital Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:29.04% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0955 | 12.25 | |
| 0.0667 | 13.61 | |
| 0.9120 | 250.96 | |
| 0.0109 | 1.12 |
Estimation Period:
Mar 27, 2002 to Dec 12, 2025
Mar 27, 2002 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Centuria Capital Group Analyses
Other GJR-GARCH Analyses on Units