Lee's Pharmaceutical Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.32% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2273 | 13.84 | |
| 0.0607 | 13.24 | |
| 0.9156 | 242.10 | |
| 0.0134 | 1.33 |
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Jul 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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