Shaw Brothers Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.84% (-6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9213 | 16.47 | |
| 0.2209 | 17.19 | |
| 0.7512 | 82.70 | |
| -0.0343 | -1.55 |
Estimation Period:
Feb 1, 2010 to Feb 6, 2026
Feb 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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