Kwong Lung Enterprise GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.36% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 12.00 | |
| 0.1290 | 21.67 | |
| 0.8789 | 231.95 | |
| -0.0323 | -3.94 |
Estimation Period:
Jun 27, 2003 to Feb 6, 2026
Jun 27, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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