APT Satellite Holdings 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
71.67%
decreased by 0.95%
1 Week
72.06%
decreased by 0.56%
1 Month
73.59%
increased by 0.97%
Analysis last updated: Thursday, May 21, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 14.47 | |
| 0.1015 | 18.81 | |
| 0.9077 | 305.30 | |
| -0.0183 | -2.22 |
Estimation Period:
Dec 18, 1996 to May 15, 2026
Dec 18, 1996 to May 15, 2026
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