Cheng Shin Rubber Industry GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.68% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 16.69 | |
| 0.0876 | 21.12 | |
| 0.9141 | 322.88 | |
| -0.0253 | -4.52 |
Estimation Period:
Jun 26, 1990 to Feb 6, 2026
Jun 26, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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