Yuen Chang Stainless GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.39% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2186 | 11.88 | |
| 0.1165 | 15.38 | |
| 0.8418 | 114.96 | |
| -0.0221 | -1.77 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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