Calitech Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.70% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3669 | 19.73 | |
| 0.2045 | 13.69 | |
| 0.6403 | 47.04 | |
| -0.0616 | -2.59 |
Estimation Period:
May 25, 2015 to Feb 6, 2026
May 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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