Bookook Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:78.36% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 19.75 | |
| 0.1158 | 27.54 | |
| 0.8895 | 371.10 | |
| -0.0107 | -1.54 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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