Momentum Financial Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.20% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.75 | |
| 0.1574 | 5.13 | |
| 0.7793 | 32.52 | |
| 0.0007 | 0.02 |
Estimation Period:
Oct 28, 2011 to Feb 6, 2026
Oct 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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