Annil Co.,Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.10% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6803 | 16.20 | |
| 0.1905 | 15.16 | |
| 0.7887 | 98.79 | |
| -0.0887 | -5.39 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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