Cyan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.72% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3019 | 11.47 | |
| 0.1052 | 14.94 | |
| 0.8782 | 120.85 | |
| -0.0463 | -3.79 |
Estimation Period:
Nov 23, 2005 to Feb 6, 2026
Nov 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities