Chang Jia M&E Eng Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.64% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 11.78 | |
| 0.0987 | 12.35 | |
| 0.9013 | 206.25 | |
| -0.0421 | -3.66 |
Estimation Period:
Nov 25, 2013 to Feb 11, 2026
Nov 25, 2013 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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