Yan Tat Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.72% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1052 | 8.30 | |
| 0.0414 | 10.15 | |
| 0.9487 | 256.90 | |
| 0.0153 | 1.59 |
Estimation Period:
Dec 8, 2014 to Feb 6, 2026
Dec 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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