S-Oil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.99% (+6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 14.00 | |
| 0.0546 | 24.62 | |
| 0.9312 | 575.52 | |
| 0.0198 | 4.31 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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