Sovereign's Capital Flourish Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.44% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 7.45 | |
| 0.0000 | 0.00 | |
| 0.7201 | 27.42 | |
| 0.1697 | 2.81 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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