Cryosite Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:66.50% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4111 | 8.96 | |
| 0.0503 | 10.05 | |
| 0.9266 | 242.96 | |
| 0.0274 | 2.80 |
Estimation Period:
May 9, 2002 to Jan 23, 2026
May 9, 2002 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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