Runsystem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.89% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2445 | 21.57 | |
| 0.3986 | 15.63 | |
| 0.5572 | 43.78 | |
| -0.0616 | -1.50 |
Estimation Period:
Jun 18, 2004 to Feb 13, 2026
Jun 18, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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