UOB-Kay Hian Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
37.93%
decreased by 0.76%
1 Week
37.98%
decreased by 0.71%
1 Month
38.19%
decreased by 0.50%
Analysis last updated: Tuesday, June 23, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 12.14 | |
| 0.0570 | 21.21 | |
| 0.9526 | 626.72 | |
| -0.0193 | -6.15 |
Estimation Period:
Nov 14, 1990 to Jun 19, 2026
Nov 14, 1990 to Jun 19, 2026
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