Elixir Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.78% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9623 | 21.94 | |
| 0.1725 | 15.74 | |
| 0.7041 | 72.49 | |
| -0.0582 | -3.61 |
Estimation Period:
Oct 30, 2008 to Feb 6, 2026
Oct 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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