Crayons Advertising Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:64.34% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5360 | 7.33 | |
| 0.1254 | 6.15 | |
| 0.7255 | 31.93 | |
| 0.0638 | 1.71 |
Estimation Period:
Jun 2, 2023 to Jan 30, 2026
Jun 2, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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