Arrow Home Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.48% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 5.64 | |
| 0.0561 | 6.73 | |
| 0.9420 | 189.34 | |
| -0.0158 | -1.36 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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