Cube Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.95% (-7.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9643 | 15.85 | |
| 0.4353 | 9.54 | |
| 0.3709 | 16.41 | |
| 0.1630 | 2.01 |
Estimation Period:
Oct 7, 2022 to Feb 13, 2026
Oct 7, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities