Massy Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.27% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 8.62 | |
| 0.0182 | 7.07 | |
| 0.9748 | 558.32 | |
| 0.0130 | 2.99 |
Estimation Period:
Jan 23, 2006 to Jan 30, 2026
Jan 23, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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