AUO Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.37% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 16.27 | |
| 0.0567 | 17.88 | |
| 0.9196 | 320.87 | |
| 0.0149 | 2.50 |
Estimation Period:
May 23, 2002 to Feb 13, 2026
May 23, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts