Cathay Biotech Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.00% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4486 | 8.00 | |
| 0.0943 | 6.15 | |
| 0.8362 | 63.49 | |
| -0.0048 | -0.18 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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