Blue Moon Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.19% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8029 | 8.16 | |
| 0.1372 | 10.19 | |
| 0.7601 | 41.92 | |
| 0.0007 | 0.03 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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