ITCenentec Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.35% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8783 | 17.15 | |
| 0.2265 | 20.65 | |
| 0.7661 | 125.58 | |
| -0.0898 | -6.34 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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