Chia Tai Enterprises International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:44.97% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6838 | 10.34 | |
| 0.0806 | 6.39 | |
| 0.8852 | 159.54 | |
| 0.0013 | 0.05 |
Estimation Period:
Jul 3, 2015 to Feb 16, 2026
Jul 3, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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