Far East Horizon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.50% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5813 | 14.11 | |
| 0.0986 | 13.15 | |
| 0.7528 | 64.04 | |
| 0.0079 | 0.63 |
Estimation Period:
Mar 30, 2011 to Feb 13, 2026
Mar 30, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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