CR Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.71% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 7.90 | |
| 0.0990 | 16.23 | |
| 0.9187 | 369.41 | |
| -0.0354 | -4.22 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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