It-Chem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.58% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.43 | |
| 0.0644 | 1.93 | |
| 0.8510 | 9.97 | |
| -0.0644 | -1.46 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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