Advan Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.82% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1443 | 10.24 | |
| 0.0668 | 15.86 | |
| 0.8744 | 231.14 | |
| 0.0851 | 7.22 |
Estimation Period:
Oct 3, 1995 to Feb 10, 2026
Oct 3, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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