Chuang's Consortium International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.91% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 13.93 | |
| 0.1402 | 14.86 | |
| 0.8675 | 154.67 | |
| -0.0313 | -2.67 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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