GCP Infrastructure Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.09% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 5.66 | |
| 0.0041 | 2.14 | |
| 0.9357 | 421.49 | |
| 0.1128 | 9.92 |
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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