Itcencts Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.60% (+43.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7462 | 20.46 | |
| 0.1642 | 20.68 | |
| 0.8076 | 147.06 | |
| -0.0125 | -0.95 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Itcencts Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities