Cheng Fwa Industrial Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.85% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 8.67 | |
| 0.0935 | 12.36 | |
| 0.9260 | 394.70 | |
| -0.0553 | -6.21 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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