Capai PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:106.14% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5802 | 6.73 | |
| 0.0484 | 7.05 | |
| 0.9164 | 154.66 | |
| 0.0301 | 1.37 |
Estimation Period:
Mar 29, 2017 to Feb 6, 2026
Mar 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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