Autobacs Seven Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.40% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 13.12 | |
| 0.0496 | 15.95 | |
| 0.9514 | 548.06 | |
| -0.0061 | -1.36 |
Estimation Period:
Aug 30, 1993 to Feb 13, 2026
Aug 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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