Genesystem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:121.70% (-11.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6281 | 9.07 | |
| 0.1744 | 12.55 | |
| 0.7607 | 45.66 | |
| 0.0141 | 0.45 |
Estimation Period:
May 26, 2021 to Jan 30, 2026
May 26, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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