Lai Fung Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:97.35% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 10.35 | |
| 0.0443 | 12.59 | |
| 0.9397 | 299.95 | |
| 0.0226 | 3.55 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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