Jardine Cycle & Carriage Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.45% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 22.16 | |
| 0.0928 | 22.02 | |
| 0.8706 | 266.23 | |
| 0.0394 | 4.98 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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