GF Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.11% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1158 | 13.08 | |
| 0.0743 | 8.66 | |
| 0.9109 | 148.64 | |
| -0.0002 | -0.02 |
Estimation Period:
Apr 10, 2015 to Feb 6, 2026
Apr 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GF Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities