Cosmos Initia Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.63% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2294 | 19.93 | |
| 0.0988 | 22.31 | |
| 0.8894 | 199.59 | |
| 0.0042 | 0.47 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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