Erex Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.10% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1585 | 10.23 | |
| 0.1556 | 8.57 | |
| 0.6149 | 21.42 | |
| -0.0857 | -3.45 |
Estimation Period:
Dec 22, 2014 to Feb 13, 2026
Dec 22, 2014 to Feb 13, 2026
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