VT Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.02% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 12.05 | |
| 0.0701 | 18.09 | |
| 0.9315 | 277.56 | |
| -0.0106 | -1.49 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
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