BTS Group Holdings PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.99% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 7.58 | |
| 0.0302 | 12.82 | |
| 0.9534 | 601.87 | |
| 0.0329 | 7.71 |
Estimation Period:
Mar 1, 1991 to Feb 6, 2026
Mar 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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