Lien Chang Electronic GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.94% (+6.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2840 | 18.57 | |
| 0.0849 | 16.59 | |
| 0.8710 | 223.05 | |
| 0.0060 | 0.62 |
Estimation Period:
May 23, 2001 to Feb 6, 2026
May 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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