Yuen Foong YU Consumer Produ GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.69% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0952 | 10.79 | |
| 0.3594 | 10.30 | |
| 0.7679 | 77.20 | |
| -0.2559 | -6.81 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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