Lee & Man Paper Manufacturing Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.33% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3123 | 20.56 | |
| 0.0992 | 19.28 | |
| 0.8450 | 183.94 | |
| 0.0418 | 4.39 |
Estimation Period:
Sep 26, 2003 to Feb 13, 2026
Sep 26, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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