Valuecommerce Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.14% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6150 | 9.03 | |
| 0.1032 | 18.39 | |
| 0.8548 | 102.26 | |
| 0.0115 | 1.04 |
Estimation Period:
Aug 4, 2006 to Feb 13, 2026
Aug 4, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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