Moda-Innochips Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.25% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4762 | 11.95 | |
| 0.1273 | 12.44 | |
| 0.8456 | 113.92 | |
| -0.0263 | -1.70 |
Estimation Period:
Dec 7, 2005 to Feb 6, 2026
Dec 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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