Dah Sing Banking Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.05% (+7.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3554 | 18.36 | |
| 0.1582 | 12.79 | |
| 0.7333 | 84.43 | |
| 0.0404 | 1.77 |
Estimation Period:
Jul 1, 2004 to Feb 13, 2026
Jul 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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