Mantra Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.07% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4609 | 6.72 | |
| 0.0474 | 4.26 | |
| 0.9161 | 124.31 | |
| 0.0099 | 0.46 |
Estimation Period:
Nov 18, 2013 to Feb 6, 2026
Nov 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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