Cathay Chemical GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.19% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 18.67 | |
| 0.1139 | 27.20 | |
| 0.9007 | 402.99 | |
| -0.0331 | -4.66 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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