Sambu Engineering & Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:31.72% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4537 | 16.76 | |
| 0.0998 | 19.31 | |
| 0.8827 | 159.71 | |
| -0.0084 | -1.07 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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