Capital Trust Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.09% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8732 | 18.22 | |
| 0.1324 | 15.38 | |
| 0.7807 | 101.60 | |
| 0.0521 | 2.89 |
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Oct 28, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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