Incap Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.27% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2634 | 22.32 | |
| 0.1535 | 14.12 | |
| 0.7373 | 96.83 | |
| -0.0190 | -1.04 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
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