SIMPAC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.73% (-0.85%)
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
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities