Vongroup Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.96% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3713 | 18.26 | |
| 0.1905 | 13.23 | |
| 0.7040 | 86.93 | |
| 0.0044 | 0.17 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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