Hong Leong Asia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.21% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2409 | 21.57 | |
| 0.1287 | 18.81 | |
| 0.8459 | 214.75 | |
| -0.0207 | -2.08 |
Estimation Period:
Sep 18, 1998 to Feb 6, 2026
Sep 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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