Shuz Tung Machinery GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:74.47% (-5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6419 | 11.32 | |
| 0.0978 | 7.02 | |
| 0.8358 | 77.99 | |
| -0.0371 | -1.56 |
Estimation Period:
Jun 6, 2012 to Feb 11, 2026
Jun 6, 2012 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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