CTP B.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1340 | 5.97 | |
| 0.0269 | 4.54 | |
| 0.9164 | 101.53 | |
| 0.0387 | 2.58 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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