Guan Chong Bhd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
45.20%
increased by 0.01%
1 Week
45.23%
increased by 0.04%
1 Month
45.37%
increased by 0.18%
Analysis last updated: Friday, June 12, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 8.65 | |
| 0.0167 | 7.84 | |
| 0.9779 | 825.20 | |
| 0.0050 | 1.36 |
Estimation Period:
Apr 15, 2005 to Jun 5, 2026
Apr 15, 2005 to Jun 5, 2026
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