SeAH Steel Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.61% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 18.55 | |
| 0.0602 | 21.55 | |
| 0.9293 | 469.33 | |
| 0.0005 | 0.11 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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