SG Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:186.26% (+83.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8353 | 16.13 | |
| 0.1509 | 21.75 | |
| 0.8019 | 145.24 | |
| -0.0178 | -1.52 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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