Cathay Group Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.82% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9504 | 9.28 | |
| 0.1074 | 9.20 | |
| 0.8332 | 59.78 | |
| -0.0061 | -0.33 |
Estimation Period:
Jul 15, 2020 to Feb 6, 2026
Jul 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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