CP System Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.03% (-6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3377 | 3.13 | |
| 0.1168 | 5.20 | |
| 0.8035 | 66.61 | |
| 0.1594 | 1.98 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CP System Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities