Soho Holly Futures Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.02% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4382 | 14.25 | |
| 0.4289 | 8.40 | |
| 0.6626 | 45.99 | |
| -0.2369 | -4.06 |
Estimation Period:
Dec 30, 2015 to Feb 6, 2026
Dec 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Soho Holly Futures Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities