Itcencts Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:76.23% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7542 | 20.54 | |
| 0.1635 | 20.63 | |
| 0.8080 | 147.14 | |
| -0.0128 | -0.98 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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