Cpl Group Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.60% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1976 | 18.62 | |
| 0.1353 | 15.71 | |
| 0.8844 | 248.76 | |
| -0.0393 | -3.31 |
Estimation Period:
Apr 21, 1995 to Jan 30, 2026
Apr 21, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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