Novatek Microelectronics Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.41% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 15.05 | |
| 0.0381 | 14.33 | |
| 0.9431 | 465.03 | |
| 0.0138 | 3.08 |
Estimation Period:
May 22, 2001 to Jan 30, 2026
May 22, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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