Era Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.64% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2318 | 16.08 | |
| 0.1440 | 18.72 | |
| 0.8497 | 161.33 | |
| -0.0506 | -4.81 |
Estimation Period:
Dec 8, 2011 to Feb 6, 2026
Dec 8, 2011 to Feb 6, 2026
News Impact Curve
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