S-Oil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.71% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 13.98 | |
| 0.0543 | 24.54 | |
| 0.9311 | 574.42 | |
| 0.0203 | 4.42 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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