Bookook Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:68.24% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 19.75 | |
| 0.1157 | 27.51 | |
| 0.8895 | 370.76 | |
| -0.0104 | -1.50 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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