Exem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.90% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9806 | 6.14 | |
| 0.0747 | 7.10 | |
| 0.8085 | 42.99 | |
| 0.0039 | 0.20 |
Estimation Period:
Nov 7, 2014 to Feb 6, 2026
Nov 7, 2014 to Feb 6, 2026
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