Sajo Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.31% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2813 | 15.11 | |
| 0.1668 | 29.44 | |
| 0.8388 | 206.55 | |
| -0.0332 | -2.99 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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