abc Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.02% (+24.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4723 | 21.60 | |
| 0.2163 | 18.94 | |
| 0.6962 | 71.77 | |
| -0.0164 | -0.82 |
Estimation Period:
Feb 13, 2006 to Feb 13, 2026
Feb 13, 2006 to Feb 13, 2026
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