Sam-A Aluminum Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:78.38% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 16.58 | |
| 0.0801 | 18.99 | |
| 0.9317 | 479.50 | |
| -0.0236 | -3.35 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Sam-A Aluminum Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities