GF Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.54% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 16.40 | |
| 0.0844 | 19.57 | |
| 0.8994 | 328.14 | |
| 0.0096 | 1.36 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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