YGM Trading Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.98% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2215 | 9.81 | |
| 0.0681 | 8.27 | |
| 0.9056 | 156.49 | |
| 0.0156 | 1.00 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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