Lily Textile GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.04% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 22.88 | |
| 0.1481 | 25.65 | |
| 0.8211 | 201.15 | |
| -0.0163 | -1.59 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
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