Eugene Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:111.98% (-5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1197 | 13.92 | |
| 0.0763 | 23.58 | |
| 0.9068 | 354.34 | |
| 0.0208 | 3.52 |
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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