Aurora Optoelectronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.56% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7573 | 9.59 | |
| 0.1546 | 18.84 | |
| 0.8071 | 104.35 | |
| -0.0576 | -5.52 |
Estimation Period:
Jul 12, 1993 to Feb 6, 2026
Jul 12, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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