Capricorn Energy Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.53% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3812 | 6.84 | |
| 0.1571 | 13.86 | |
| 0.8086 | 110.54 | |
| 0.0399 | 2.05 |
Estimation Period:
Sep 10, 2004 to Feb 13, 2026
Sep 10, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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