Chun YU Works & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.96% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 20.10 | |
| 0.1297 | 23.49 | |
| 0.8690 | 273.19 | |
| -0.0285 | -3.50 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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