ASMPT Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.63% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 14.27 | |
| 0.0369 | 17.93 | |
| 0.9488 | 558.13 | |
| 0.0076 | 2.05 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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