Alue Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.80% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8896 | 9.40 | |
| 0.2810 | 9.14 | |
| 0.7739 | 49.14 | |
| -0.2270 | -7.63 |
Estimation Period:
Dec 11, 2018 to Feb 13, 2026
Dec 11, 2018 to Feb 13, 2026
News Impact Curve
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