Members Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.23% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4205 | 11.98 | |
| 0.0843 | 14.32 | |
| 0.8977 | 186.29 | |
| -0.0134 | -1.48 |
Estimation Period:
Nov 3, 2006 to Feb 13, 2026
Nov 3, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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