Y.A.C.Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.61% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3253 | 14.86 | |
| 0.0675 | 17.07 | |
| 0.8989 | 189.83 | |
| 0.0301 | 4.80 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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