Castech Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.92% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2442 | 14.41 | |
| 0.0685 | 15.32 | |
| 0.9160 | 283.94 | |
| -0.0235 | -3.70 |
Estimation Period:
Mar 19, 2008 to Feb 6, 2026
Mar 19, 2008 to Feb 6, 2026
News Impact Curve
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