Western Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.78% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 11.53 | |
| 0.0738 | 13.00 | |
| 0.9209 | 222.60 | |
| -0.0125 | -1.57 |
Estimation Period:
May 3, 2012 to Feb 6, 2026
May 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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