Hanssem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.82% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4475 | 15.64 | |
| 0.0652 | 9.95 | |
| 0.8677 | 124.60 | |
| 0.0085 | 0.95 |
Estimation Period:
Jul 23, 2002 to Feb 20, 2026
Jul 23, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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