Rajgor Castor Derivatives GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.12% (+9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.83 | |
| 0.0568 | 2.83 | |
| 0.4962 | 8.78 | |
| 0.1068 | 1.85 |
Estimation Period:
Oct 30, 2023 to Jan 30, 2026
Oct 30, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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