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 Thursday, May 21st, 2026
1 Day
33.05%
increased by 0.82%
1 Week
33.16%
increased by 0.93%
1 Month
33.60%
increased by 1.37%
Analysis last updated: Thursday, May 21, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 14.15 | |
| 0.0512 | 21.09 | |
| 0.9494 | 668.10 | |
| -0.0012 | -0.30 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
Other Sam Yung Trading Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities