Embassy Developments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.43% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0127 | 11.45 | |
| 0.0639 | 9.52 | |
| 0.8461 | 81.92 | |
| 0.0425 | 4.37 |
Estimation Period:
Mar 27, 2007 to Feb 6, 2026
Mar 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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