Hartalega Holdings Bhd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
49.72%
decreased by 2.18%
1 Week
50.37%
decreased by 1.53%
1 Month
52.90%
increased by 1.00%
Analysis last updated: Thursday, May 21, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 10.50 | |
| 0.0953 | 9.05 | |
| 0.8842 | 119.33 | |
| 0.0409 | 2.86 |
Estimation Period:
Jun 11, 2008 to May 15, 2026
Jun 11, 2008 to May 15, 2026
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