Hour Glass Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.79% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 15.33 | |
| 0.0577 | 16.66 | |
| 0.9228 | 318.08 | |
| 0.0127 | 2.21 |
Estimation Period:
Feb 27, 1990 to Feb 6, 2026
Feb 27, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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