J-Yuan Trust Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.97% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4262 | 23.84 | |
| 0.1106 | 16.44 | |
| 0.8430 | 148.05 | |
| 0.0214 | 2.46 |
Estimation Period:
Jan 28, 1994 to Feb 13, 2026
Jan 28, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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