Lu Thai Textile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.74% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 10.44 | |
| 0.0939 | 20.93 | |
| 0.9056 | 311.74 | |
| -0.0268 | -3.97 |
Estimation Period:
Dec 25, 2000 to Feb 13, 2026
Dec 25, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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