Heg Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.58% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8279 | 24.15 | |
| 0.1820 | 21.80 | |
| 0.7328 | 102.45 | |
| 0.0215 | 1.29 |
Estimation Period:
Jan 2, 2001 to Feb 6, 2026
Jan 2, 2001 to Feb 6, 2026
News Impact Curve
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