Tang Eng Iron Works Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.32% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1721 | 16.11 | |
| 0.2069 | 20.24 | |
| 0.7795 | 126.98 | |
| -0.0685 | -4.16 |
Estimation Period:
Jul 7, 2006 to Feb 6, 2026
Jul 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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