Centrum Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.22% (-8.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4479 | 27.21 | |
| 0.2644 | 18.53 | |
| 0.4746 | 36.42 | |
| 0.0389 | 1.48 |
Estimation Period:
Oct 17, 2007 to Feb 13, 2026
Oct 17, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Centrum Capital Ltd Analyses
Other GJR-GARCH Analyses on International Equities