S-Oil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.05% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 13.96 | |
| 0.0542 | 24.56 | |
| 0.9313 | 575.58 | |
| 0.0203 | 4.41 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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