Itcencts Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.83% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7462 | 20.46 | |
| 0.1642 | 20.68 | |
| 0.8076 | 147.06 | |
| -0.0125 | -0.95 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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