Neo Cremar Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.46% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0049 | 13.09 | |
| 0.2804 | 11.93 | |
| 0.7682 | 59.87 | |
| -0.1507 | -5.59 |
Estimation Period:
Aug 22, 2019 to Feb 13, 2026
Aug 22, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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