JF SmartInvest Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:109.79% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2877 | 5.42 | |
| 0.1083 | 5.58 | |
| 0.8925 | 51.71 | |
| -0.0016 | -0.03 |
Estimation Period:
Mar 10, 2023 to Feb 6, 2026
Mar 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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