Sajo Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:97.37% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2799 | 15.03 | |
| 0.1658 | 29.31 | |
| 0.8394 | 206.95 | |
| -0.0327 | -2.95 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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