Emperor Capital Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.60% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2878 | 11.80 | |
| 0.1168 | 12.45 | |
| 0.8776 | 150.56 | |
| -0.0111 | -0.87 |
Estimation Period:
Jun 6, 2007 to Feb 6, 2026
Jun 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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