Rectitude Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.17% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8168 | 15.28 | |
| 0.9202 | 6.87 | |
| 0.4624 | 26.86 | |
| -0.7652 | -5.45 |
Estimation Period:
Jun 21, 2024 to Feb 6, 2026
Jun 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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