Sam Yung Trading Co Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
35.23%
increased by 0.10%
1 Week
35.33%
increased by 0.20%
1 Month
35.74%
increased by 0.61%
Analysis last updated: Friday, June 12, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 14.13 | |
| 0.0509 | 21.01 | |
| 0.9498 | 672.21 | |
| -0.0014 | -0.35 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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