Value Creation Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.62% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9340 | 8.00 | |
| 0.4708 | 8.21 | |
| 0.4885 | 13.97 | |
| -0.1789 | -2.34 |
Estimation Period:
Nov 22, 2023 to Feb 13, 2026
Nov 22, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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