SIMPAC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.58% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 18.05 | |
| 0.0663 | 26.09 | |
| 0.9283 | 522.08 | |
| 0.0108 | 2.54 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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