Raya Holding Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.71% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4399 | 16.82 | |
| 0.1268 | 15.28 | |
| 0.8318 | 131.98 | |
| -0.0097 | -0.73 |
Estimation Period:
May 16, 2005 to Feb 5, 2026
May 16, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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