Underwood Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.73% (-12.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5439 | 20.21 | |
| 0.3254 | 12.74 | |
| 0.5266 | 34.11 | |
| -0.0301 | -0.68 |
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Jan 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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