Cap-XX Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.47% (+11.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1239 | 19.33 | |
| 0.1740 | 13.87 | |
| 0.6429 | 62.87 | |
| 0.2758 | 5.61 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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