K2 F&B Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.35% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2105 | 4.32 | |
| 0.0467 | 5.90 | |
| 0.9403 | 191.44 | |
| 0.0091 | 0.62 |
Estimation Period:
Mar 6, 2019 to Jan 30, 2026
Mar 6, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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