Centum Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.19% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5268 | 27.67 | |
| 0.2918 | 19.43 | |
| 0.7127 | 106.09 | |
| -0.0780 | -3.72 |
Estimation Period:
Jan 10, 1991 to Feb 6, 2026
Jan 10, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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