Coach A Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.03% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4828 | 8.68 | |
| 0.8537 | 5.01 | |
| 0.1974 | 4.87 | |
| -0.1023 | -0.34 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
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