Chow Tai Fook Jewellery Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.71% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2008 | 11.90 | |
| 0.0528 | 7.81 | |
| 0.9173 | 195.66 | |
| -0.0136 | -1.40 |
Estimation Period:
Dec 15, 2011 to Feb 6, 2026
Dec 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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