UEM Sunrise Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.42% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1003 | 12.06 | |
| 0.0629 | 19.62 | |
| 0.9159 | 288.67 | |
| 0.0229 | 3.20 |
Estimation Period:
Nov 17, 2008 to Feb 6, 2026
Nov 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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