Litigation Capital Management Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:76.34% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 5.40 | |
| 0.0251 | 6.76 | |
| 0.9530 | 282.44 | |
| 0.0301 | 3.87 |
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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