Pro Fin Capital Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.38% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8985 | 14.72 | |
| 0.2596 | 10.32 | |
| 0.5398 | 39.33 | |
| 0.0482 | 0.94 |
Estimation Period:
Sep 28, 2011 to Feb 13, 2026
Sep 28, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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