Cathay Real Estate Dev Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.29% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 12.98 | |
| 0.0785 | 24.78 | |
| 0.9277 | 443.26 | |
| -0.0277 | -4.56 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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