Treasure Factory Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.13% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 13.29 | |
| 0.0568 | 17.56 | |
| 0.9309 | 333.53 | |
| 0.0135 | 2.08 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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