Kuang Hong Arts Management GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.26% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2401 | 11.70 | |
| 0.1661 | 12.37 | |
| 0.8145 | 87.66 | |
| -0.0655 | -3.65 |
Estimation Period:
Oct 7, 2016 to Feb 11, 2026
Oct 7, 2016 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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