Valofe Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.61% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 6.11 | |
| 0.2366 | 4.45 | |
| 0.8054 | 53.86 | |
| -0.0840 | -1.51 |
Estimation Period:
Oct 29, 2019 to Feb 6, 2026
Oct 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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