Guoco Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.76% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 12.44 | |
| 0.1199 | 14.83 | |
| 0.8403 | 163.52 | |
| 0.0534 | 5.04 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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