Glory Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.70% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2457 | 24.23 | |
| 0.0982 | 22.22 | |
| 0.8372 | 211.37 | |
| 0.0315 | 3.75 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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