City Developments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.01% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 17.36 | |
| 0.0464 | 19.99 | |
| 0.9298 | 624.00 | |
| 0.0341 | 5.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other City Developments Ltd Analyses
Other GJR-GARCH Analyses on International Equities