Eugene Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.06% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1185 | 13.94 | |
| 0.0739 | 23.63 | |
| 0.9081 | 359.35 | |
| 0.0221 | 3.79 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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