Alliance Material Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.02% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0203 | 17.19 | |
| 0.2294 | 14.37 | |
| 0.7403 | 72.67 | |
| -0.0455 | -1.65 |
Estimation Period:
Nov 21, 2007 to Feb 6, 2026
Nov 21, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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