Jui Li Enterprise GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.98% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 34.09 | |
| 0.2013 | 27.11 | |
| 0.6559 | 100.02 | |
| 0.0253 | 1.80 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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