Aucfan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.22% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2127 | 19.25 | |
| 0.2442 | 12.54 | |
| 0.6781 | 59.44 | |
| 0.0942 | 3.23 |
Estimation Period:
Apr 25, 2013 to Feb 6, 2026
Apr 25, 2013 to Feb 6, 2026
News Impact Curve
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