VSTECS Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.73% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2301 | 12.77 | |
| 0.0802 | 12.91 | |
| 0.9018 | 195.11 | |
| -0.0011 | -0.09 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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