AUCMA Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.50% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 20.26 | |
| 0.1185 | 24.15 | |
| 0.8774 | 291.00 | |
| -0.0146 | -1.59 |
Estimation Period:
Jan 1, 2001 to Jan 30, 2026
Jan 1, 2001 to Jan 30, 2026
News Impact Curve
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