Far East Hotels and Entertainment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.11% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5356 | 14.22 | |
| 0.1453 | 17.00 | |
| 0.8564 | 177.12 | |
| -0.0411 | -2.72 |
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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