TE Chang Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.24% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1714 | 13.76 | |
| 0.1782 | 13.37 | |
| 0.8057 | 116.27 | |
| -0.0825 | -4.94 |
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Sep 12, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other TE Chang Construction Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities