Blue Innovation Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:77.35% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7937 | 12.56 | |
| 0.2303 | 6.28 | |
| 0.6438 | 30.53 | |
| -0.0820 | -1.43 |
Estimation Period:
Dec 12, 2023 to Feb 13, 2026
Dec 12, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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