Luen Thai Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.59% (+6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5265 | 10.07 | |
| 0.1390 | 12.68 | |
| 0.8461 | 121.50 | |
| -0.0368 | -2.08 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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