Icd Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.20% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2279 | 7.37 | |
| 0.0471 | 9.94 | |
| 0.9245 | 123.39 | |
| 0.0044 | 0.53 |
Estimation Period:
Aug 5, 2011 to Feb 6, 2026
Aug 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities