Huang Hsiang Construction GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.69%
decreased by 0.51%
1 Week
23.41%
increased by 1.21%
1 Month
28.64%
increased by 6.44%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1939 | 14.51 | |
| 0.1459 | 23.87 | |
| 0.8343 | 141.96 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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