Luk Fook Holdings International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.97% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4063 | 16.12 | |
| 0.0827 | 14.37 | |
| 0.8558 | 136.51 | |
| 0.0212 | 2.13 |
Estimation Period:
May 6, 1997 to Feb 13, 2026
May 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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