Hanyang Eng Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.53% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1895 | 20.36 | |
| 0.1097 | 22.26 | |
| 0.8920 | 342.30 | |
| -0.0380 | -5.44 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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