Beng Soon Machinery Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.22% (-16.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0851 | 10.90 | |
| 0.3729 | 11.40 | |
| 0.6691 | 46.04 | |
| -0.1251 | -1.84 |
Estimation Period:
Nov 8, 2019 to Feb 6, 2026
Nov 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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