SG Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:113.13% (-8.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8515 | 16.23 | |
| 0.1511 | 21.79 | |
| 0.7993 | 142.55 | |
| -0.0163 | -1.39 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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