Icreate Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:75.08% (-6.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0821 | 12.47 | |
| 0.2743 | 11.93 | |
| 0.6179 | 50.33 | |
| 0.0828 | 1.87 |
Estimation Period:
Apr 17, 2019 to Feb 6, 2026
Apr 17, 2019 to Feb 6, 2026
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