Data Horizon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.81% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9504 | 24.40 | |
| 0.2677 | 19.02 | |
| 0.5534 | 44.53 | |
| -0.0022 | -0.09 |
Estimation Period:
Sep 23, 2008 to Feb 6, 2026
Sep 23, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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