Phu Tai Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.02% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6122 | 11.04 | |
| 0.0874 | 11.88 | |
| 0.7479 | 50.77 | |
| 0.0410 | 2.66 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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