Litigation Capital Management Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.95% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 6.86 | |
| 0.0379 | 13.78 | |
| 0.9562 | 301.63 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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