Chase Asia PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.35% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3510 | 9.25 | |
| 0.1939 | 6.60 | |
| 0.8118 | 48.72 | |
| -0.1549 | -5.39 |
Estimation Period:
Feb 21, 2023 to Feb 6, 2026
Feb 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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