Macrogen Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.51% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6487 | 14.52 | |
| 0.1275 | 18.19 | |
| 0.8156 | 183.97 | |
| 0.0206 | 1.49 |
Estimation Period:
Nov 23, 2000 to Feb 13, 2026
Nov 23, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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