Create Capital Jsc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.73% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2760 | 13.32 | |
| 0.1490 | 13.98 | |
| 0.8039 | 106.60 | |
| 0.0152 | 0.77 |
Estimation Period:
Aug 20, 2018 to Feb 6, 2026
Aug 20, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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