Huang Hsiang Construction GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
21.08%
decreased by 0.72%
1 Week
23.04%
increased by 1.24%
1 Month
28.95%
increased by 7.15%
Analysis last updated: Saturday, May 23, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2081 | 15.60 | |
| 0.1377 | 21.30 | |
| 0.8224 | 137.80 | |
| 0.0426 | 4.56 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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