CP Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.49% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8641 | 12.20 | |
| 0.1065 | 16.36 | |
| 0.8158 | 81.78 | |
| -0.0362 | -3.23 |
Estimation Period:
Jun 23, 2011 to Feb 6, 2026
Jun 23, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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