CTW Cayman GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:122.30% (+18.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.72 | |
| 0.1318 | 2.65 | |
| 0.7901 | 45.51 | |
| -0.1318 | -2.46 |
Estimation Period:
Aug 6, 2025 to Feb 6, 2026
Aug 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities