Cirata PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.63% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3845 | 13.70 | |
| 0.1170 | 9.63 | |
| 0.6850 | 42.26 | |
| 0.0554 | 2.21 |
Estimation Period:
Jun 5, 2012 to Feb 6, 2026
Jun 5, 2012 to Feb 6, 2026
News Impact Curve
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