Baguio Green Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.78% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1929 | 8.42 | |
| 0.0411 | 8.99 | |
| 0.9205 | 219.73 | |
| 0.0448 | 3.34 |
Estimation Period:
May 22, 2014 to Jan 30, 2026
May 22, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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