Brompton Split Corp Pref SHS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.31% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 9.98 | |
| 0.2681 | 5.46 | |
| 0.3295 | 7.55 | |
| 0.0554 | 0.58 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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