Chih Lien Industri GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.43% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1860 | 17.20 | |
| 0.1246 | 20.87 | |
| 0.8568 | 260.42 | |
| -0.0058 | -0.58 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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