Alpen Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.37% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 14.88 | |
| 0.0634 | 9.45 | |
| 0.9021 | 230.84 | |
| 0.0324 | 2.14 |
Estimation Period:
Mar 28, 2006 to Feb 13, 2026
Mar 28, 2006 to Feb 13, 2026
News Impact Curve
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