Hong Kong Johnson Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.32% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3443 | 11.01 | |
| 0.1649 | 6.55 | |
| 0.7274 | 35.99 | |
| -0.0842 | -2.20 |
Estimation Period:
Oct 16, 2019 to Feb 6, 2026
Oct 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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