SCREEN Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.51% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 13.79 | |
| 0.0279 | 14.12 | |
| 0.9422 | 539.66 | |
| 0.0344 | 7.59 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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