Lkp Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.33% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1111 | 15.13 | |
| 0.1567 | 15.75 | |
| 0.7620 | 81.46 | |
| -0.0068 | -0.35 |
Estimation Period:
Dec 1, 2016 to Jan 30, 2026
Dec 1, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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