Elco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.62% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 15.45 | |
| 0.0535 | 14.45 | |
| 0.9101 | 266.42 | |
| 0.0333 | 6.06 |
Estimation Period:
Jan 27, 1995 to Feb 12, 2026
Jan 27, 1995 to Feb 12, 2026
News Impact Curve
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