Hot Chili Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.50% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2937 | 9.70 | |
| 0.0337 | 13.59 | |
| 0.9412 | 367.64 | |
| 0.0298 | 5.08 |
Estimation Period:
May 3, 2010 to Feb 6, 2026
May 3, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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