Gemdale Properties & Investment Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.30% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8194 | 25.58 | |
| 0.1960 | 16.71 | |
| 0.8000 | 163.13 | |
| -0.0696 | -4.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Gemdale Properties & Investment Corp Ltd Analyses
Other GJR-GARCH Analyses on International Equities