Properst Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.15% (+9.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7978 | 14.71 | |
| 0.2273 | 13.20 | |
| 0.7510 | 96.36 | |
| 0.0345 | 1.16 |
Estimation Period:
Dec 13, 2006 to Feb 13, 2026
Dec 13, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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