Rose Merc Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.89% (-11.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2804 | 6.91 | |
| 0.1775 | 15.48 | |
| 0.7624 | 59.80 | |
| 0.0963 | 4.79 |
Estimation Period:
May 4, 2022 to Feb 6, 2026
May 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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