Ultrafabrics Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.30% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8821 | 16.95 | |
| 0.1413 | 14.78 | |
| 0.7733 | 76.73 | |
| 0.0135 | 0.81 |
Estimation Period:
Feb 28, 2003 to Feb 13, 2026
Feb 28, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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