Cathay General Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.70% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 17.02 | |
| 0.0499 | 17.50 | |
| 0.9100 | 333.21 | |
| 0.0625 | 10.49 |
Estimation Period:
Dec 14, 1990 to Feb 13, 2026
Dec 14, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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