Jungdawn Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.08% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0853 | 7.03 | |
| 0.0977 | 5.98 | |
| 0.9137 | 123.93 | |
| -0.0230 | -1.35 |
Estimation Period:
Dec 17, 2014 to Feb 13, 2026
Dec 17, 2014 to Feb 13, 2026
News Impact Curve
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