UMS Integration Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.53% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 11.86 | |
| 0.0535 | 18.79 | |
| 0.9284 | 363.92 | |
| 0.0194 | 3.27 |
Estimation Period:
Jun 26, 2001 to Feb 6, 2026
Jun 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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