Market Connections Asia PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.25% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 2.61 | |
| 0.0221 | 3.24 | |
| 0.9730 | 280.16 | |
| -0.0127 | -1.29 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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