Katitas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.66% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4504 | 4.59 | |
| 0.0567 | 7.43 | |
| 0.8881 | 99.37 | |
| 0.0405 | 2.82 |
Estimation Period:
Feb 6, 2004 to Feb 13, 2026
Feb 6, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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