Comet Ridge Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.98% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1414 | 8.97 | |
| 0.0416 | 13.16 | |
| 0.9453 | 480.32 | |
| 0.0199 | 3.51 |
Estimation Period:
Apr 20, 2004 to Feb 13, 2026
Apr 20, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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