Megan Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
88.96%
decreased by 17.21%
1 Week
102.14%
decreased by 4.03%
1 Month
143.22%
increased by 37.05%
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.00 | |
| 0.1236 | 2.04 | |
| 0.5286 | 3.58 | |
| 0.6955 | 0.58 |
Estimation Period:
Sep 26, 2025 to May 22, 2026
Sep 26, 2025 to May 22, 2026
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