Valqua Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.50% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2720 | 11.44 | |
| 0.0944 | 16.36 | |
| 0.8349 | 161.71 | |
| 0.0669 | 4.80 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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