Empire Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.61% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2769 | 21.51 | |
| 0.1173 | 19.46 | |
| 0.7779 | 120.04 | |
| 0.0275 | 2.14 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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