V-Lab: Guan Chong Bhd GJR-GARCH Volatility Analysis

V-Lab

Guan Chong Bhd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:44.73% (-0.29%)

Analysis last updated: Monday, August 4, 2025 at 04:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0301	8.34
$α$	0.0168	7.77
$β$	0.9773	799.72
$γ$	0.0062	1.66

Estimation Period:
Apr 15, 2005 to Aug 1, 2025

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Volatility Forecasts

Volatility Forecasts