Sung Do Engr & Constr Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.53% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4353 | 17.49 | |
| 0.0950 | 23.05 | |
| 0.8454 | 134.99 | |
| 0.0293 | 2.10 |
Estimation Period:
Jan 25, 2001 to Feb 13, 2026
Jan 25, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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