Central Retail Corp PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.29% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 8.79 | |
| 0.0079 | 2.81 | |
| 0.9537 | 475.66 | |
| 0.0440 | 7.04 |
Estimation Period:
Feb 20, 2020 to Feb 6, 2026
Feb 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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