Bmt Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:69.32% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3257 | 9.12 | |
| 0.0854 | 13.60 | |
| 0.8740 | 123.35 | |
| 0.0197 | 1.75 |
Estimation Period:
Nov 5, 2007 to Feb 13, 2026
Nov 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities