GCP Infrastructure Investments Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.77% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 0.55 | |
| 0.0805 | 9.73 | |
| 0.9759 | 223.12 | |
| -0.1019 | -17.65 |
Estimation Period:
Jul 20, 2010 to Feb 6, 2026
Jul 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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