Lily Group Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:50.48% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2967 | 12.67 | |
| 0.0931 | 11.92 | |
| 0.8909 | 164.95 | |
| -0.0441 | -4.57 |
Estimation Period:
Dec 20, 2016 to Feb 13, 2026
Dec 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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