Albis Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.79% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 12.83 | |
| 0.1055 | 13.14 | |
| 0.8838 | 185.21 | |
| -0.0124 | -1.18 |
Estimation Period:
Nov 28, 1995 to Feb 13, 2026
Nov 28, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities