Excelsior Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.69% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2635 | 16.60 | |
| 0.0741 | 13.58 | |
| 0.8728 | 190.07 | |
| 0.0653 | 6.26 |
Estimation Period:
Jan 3, 1996 to Feb 6, 2026
Jan 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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