Amtd Idea Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.60% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6939 | 8.80 | |
| 0.2939 | 6.74 | |
| 0.4123 | 14.46 | |
| 0.2764 | 2.50 |
Estimation Period:
Aug 5, 2019 to Feb 13, 2026
Aug 5, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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