Amtd Idea Group GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
54.38%
decreased by 5.66%
1 Week
60.28%
increased by 0.24%
1 Month
68.80%
increased by 8.76%
Analysis last updated: Friday, June 12, 2026 at 11:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4205 | 9.36 | |
| 0.2812 | 6.97 | |
| 0.4288 | 16.69 | |
| 0.2652 | 2.64 |
Estimation Period:
Aug 5, 2019 to Jun 12, 2026
Aug 5, 2019 to Jun 12, 2026
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