Chow Tai Fook Jewellery GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.29% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 4.69 | |
| 0.0627 | 10.78 | |
| 0.9315 | 181.41 | |
| -0.0195 | -2.49 |
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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