Studio Alice Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.37% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 12.96 | |
| 0.0761 | 18.43 | |
| 0.9206 | 439.23 | |
| 0.0066 | 0.91 |
Estimation Period:
Jun 20, 2002 to Feb 13, 2026
Jun 20, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Studio Alice Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities