Ctp B.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.71% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 8.37 | |
| 0.0627 | 7.98 | |
| 0.8850 | 120.69 | |
| 0.0501 | 3.07 |
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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