Shangri-La Asia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.96% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1016 | 16.67 | |
| 0.0757 | 16.87 | |
| 0.9006 | 378.07 | |
| 0.0180 | 2.18 |
Estimation Period:
Jun 17, 1993 to Feb 6, 2026
Jun 17, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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