Lkp Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.87% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1065 | 15.12 | |
| 0.1573 | 15.81 | |
| 0.7616 | 81.36 | |
| -0.0069 | -0.35 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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