Crizac Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.44% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.66 | |
| 0.2605 | 3.73 | |
| 0.1880 | 2.79 | |
| -0.2605 | -3.28 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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