Yieh Phui Enterprise GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.27% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 12.37 | |
| 0.1401 | 19.08 | |
| 0.8918 | 184.86 | |
| -0.0638 | -8.64 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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