UOB-Kay Hian Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.09% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 11.98 | |
| 0.0560 | 21.11 | |
| 0.9535 | 632.68 | |
| -0.0190 | -6.12 |
Estimation Period:
Nov 14, 1990 to Feb 6, 2026
Nov 14, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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