J-Yuan Trust Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.54% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5888 | 29.67 | |
| 0.1414 | 28.00 | |
| 0.8072 | 175.36 | |
| 0.0439 | 0.69 |
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Jan 28, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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