I Ne Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.53% (+25.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8266 | 5.54 | |
| 0.0633 | 4.98 | |
| 0.7624 | 22.63 | |
| 0.0327 | 1.21 |
Estimation Period:
Sep 25, 2020 to Feb 13, 2026
Sep 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities