San Miguel Brewery Hong Kong Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.16% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5364 | 16.70 | |
| 0.2922 | 13.47 | |
| 0.5088 | 26.62 | |
| -0.0531 | -1.24 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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