Straits Trading Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.75% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1382 | 19.80 | |
| 0.1643 | 18.08 | |
| 0.8123 | 166.59 | |
| -0.0090 | -0.55 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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