Alpha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.99% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8049 | 13.57 | |
| 0.2038 | 11.12 | |
| 0.7777 | 85.14 | |
| -0.1008 | -3.97 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
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