Sangsangin Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:181.73% (-16.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4724 | 15.05 | |
| 0.1483 | 17.66 | |
| 0.8200 | 161.64 | |
| 0.0329 | 2.28 |
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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