Raja Ferry Port PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.46% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4938 | 14.49 | |
| 0.2434 | 15.64 | |
| 0.7739 | 87.87 | |
| -0.0583 | -2.41 |
Estimation Period:
Nov 12, 2015 to Feb 6, 2026
Nov 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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