Chang Type Industrial Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.25% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7407 | 24.14 | |
| 0.2119 | 23.88 | |
| 0.6968 | 82.26 | |
| -0.0394 | -2.70 |
Estimation Period:
May 14, 2003 to Feb 6, 2026
May 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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