Chen Hsong Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.58% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3413 | 17.30 | |
| 0.1303 | 16.48 | |
| 0.8027 | 105.98 | |
| -0.0101 | -0.80 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chen Hsong Holdings Analyses
Other GJR-GARCH Analyses on International Equities