Empire Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.37% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2763 | 21.54 | |
| 0.1176 | 19.47 | |
| 0.7782 | 120.43 | |
| 0.0268 | 2.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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