Century Co Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.65% (+12.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8814 | 13.06 | |
| 0.2485 | 10.65 | |
| 0.7184 | 79.54 | |
| -0.0267 | -0.68 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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