Itm Semiconductor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.96% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1705 | 9.72 | |
| 0.0296 | 6.38 | |
| 0.7410 | 37.07 | |
| 0.1903 | 4.29 |
Estimation Period:
Nov 7, 2019 to Feb 13, 2026
Nov 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Itm Semiconductor Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities