Redtape Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.22% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6227 | 6.10 | |
| 0.0899 | 7.83 | |
| 0.8071 | 44.62 | |
| 0.0373 | 1.24 |
Estimation Period:
Aug 11, 2023 to Feb 6, 2026
Aug 11, 2023 to Feb 6, 2026
News Impact Curve
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