Holiday Entertainment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.80% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 12.69 | |
| 0.1361 | 19.26 | |
| 0.8758 | 224.17 | |
| -0.0543 | -5.55 |
Estimation Period:
Jul 12, 2002 to Feb 6, 2026
Jul 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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