First Capital Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.03% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2579 | 13.16 | |
| 0.0874 | 10.98 | |
| 0.8749 | 125.69 | |
| -0.0082 | -0.64 |
Estimation Period:
May 11, 2016 to Feb 6, 2026
May 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Capital Securities Co., Ltd. Analyses
Other GJR-GARCH Analyses on International Equities