Valor Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.22% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 13.46 | |
| 0.0536 | 18.58 | |
| 0.9278 | 301.25 | |
| 0.0135 | 2.26 |
Estimation Period:
Nov 29, 1993 to Feb 13, 2026
Nov 29, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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