New Cosmos Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.74% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1363 | 10.49 | |
| 0.0927 | 11.13 | |
| 0.9010 | 178.70 | |
| -0.0266 | -2.88 |
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Nov 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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