Liu Chong Hing Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.89% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 14.96 | |
| 0.1336 | 15.95 | |
| 0.8602 | 140.97 | |
| -0.0324 | -3.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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