Cathay Consolidated Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.54% (+12.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7388 | 11.52 | |
| 0.3921 | 7.43 | |
| 0.5901 | 22.47 | |
| -0.2104 | -3.89 |
Estimation Period:
Oct 7, 2019 to Feb 6, 2026
Oct 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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