Citizen Infoline Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:31.49% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9405 | 12.60 | |
| 0.2129 | 19.07 | |
| 0.6938 | 61.23 | |
| 0.0475 | 2.87 |
Estimation Period:
Nov 20, 2014 to Nov 7, 2025
Nov 20, 2014 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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