Yamau Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.67% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1173 | 9.95 | |
| 0.0511 | 13.08 | |
| 0.9408 | 328.03 | |
| 0.0097 | 1.67 |
Estimation Period:
Oct 30, 1995 to Feb 6, 2026
Oct 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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