Excellence Commercial Property & Facilities Management Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.56% (+14.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8828 | 11.27 | |
| 0.2233 | 11.35 | |
| 0.7404 | 48.40 | |
| -0.0765 | -2.87 |
Estimation Period:
Oct 19, 2020 to Feb 6, 2026
Oct 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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