DRB Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.44% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1536 | 7.13 | |
| 0.0888 | 10.99 | |
| 0.8852 | 95.43 | |
| 0.0200 | 1.01 |
Estimation Period:
Oct 19, 2012 to Feb 20, 2026
Oct 19, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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