Duc Giang Chemicals Group Js GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.39% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2775 | 12.07 | |
| 0.0717 | 8.26 | |
| 0.8794 | 135.08 | |
| 0.0058 | 0.42 |
Estimation Period:
Aug 26, 2014 to Jan 30, 2026
Aug 26, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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