Founder Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.71%
decreased by 0.14%
1 Week
23.44%
increased by 0.59%
1 Month
25.89%
increased by 3.04%
Analysis last updated: Thursday, May 21, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1018 | 13.44 | |
| 0.0876 | 16.87 | |
| 0.9112 | 247.21 | |
| -0.0307 | -3.73 |
Estimation Period:
Aug 10, 2011 to May 15, 2026
Aug 10, 2011 to May 15, 2026
Other Founder Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities