Major Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.65% (-9.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7952 | 17.13 | |
| 0.2705 | 11.83 | |
| 0.5805 | 33.03 | |
| 0.1206 | 2.69 |
Estimation Period:
Jan 13, 2014 to Feb 6, 2026
Jan 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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