Macromill Embrain Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.03% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1662 | 13.74 | |
| 0.1346 | 10.64 | |
| 0.8512 | 96.59 | |
| -0.0526 | -3.59 |
Estimation Period:
Jul 1, 2020 to Feb 13, 2026
Jul 1, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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