Pt Charnic Capital GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:108.72% (-29.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.96 | |
| 0.2378 | 12.24 | |
| 0.4797 | 19.90 | |
| 0.1237 | 2.46 |
Estimation Period:
May 3, 2018 to Jan 30, 2026
May 3, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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