Shangri-La Asia Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.92%
increased by 0.15%
1 Week
28.42%
increased by 0.65%
1 Month
30.17%
increased by 2.40%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 16.99 | |
| 0.0775 | 17.01 | |
| 0.8988 | 374.50 | |
| 0.0170 | 2.04 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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