Highway Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:93.69% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3647 | 11.72 | |
| 0.0953 | 13.84 | |
| 0.8960 | 211.13 | |
| 0.0171 | 1.34 |
Estimation Period:
Dec 11, 1996 to Feb 13, 2026
Dec 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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