Plus Alpha Consulting Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.09% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2753 | 5.37 | |
| 0.0490 | 4.93 | |
| 0.7894 | 31.15 | |
| 0.0664 | 2.51 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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