iCandy Interactive Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:43.62% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0412 | 8.74 | |
| 0.1266 | 10.42 | |
| 0.8620 | 123.20 | |
| 0.0064 | 0.37 |
Estimation Period:
Feb 4, 2016 to May 30, 2025
Feb 4, 2016 to May 30, 2025
News Impact Curve
Volatility Forecasts
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