SC Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.18% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8429 | 19.70 | |
| 0.1701 | 23.14 | |
| 0.7931 | 136.00 | |
| 0.0106 | 0.72 |
Estimation Period:
Jun 23, 1997 to Feb 13, 2026
Jun 23, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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