SC Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.92% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8443 | 19.73 | |
| 0.1702 | 23.15 | |
| 0.7929 | 135.98 | |
| 0.0105 | 0.72 |
Estimation Period:
Jun 23, 1997 to Feb 20, 2026
Jun 23, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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