DRB Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.62% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1930 | 18.64 | |
| 0.0980 | 19.76 | |
| 0.8969 | 296.12 | |
| -0.0318 | -4.11 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other DRB Holding Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities