Shih Wei Navigatio GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.90% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2403 | 9.72 | |
| 0.2461 | 23.33 | |
| 0.7753 | 110.19 | |
| -0.0777 | -5.28 |
Estimation Period:
Aug 22, 2003 to Jan 30, 2026
Aug 22, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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