Empire Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.78% (+6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2770 | 21.53 | |
| 0.1173 | 19.47 | |
| 0.7780 | 120.13 | |
| 0.0272 | 2.12 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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