Sampyo Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:206.88% (-11.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1575 | 9.02 | |
| 0.0949 | 15.46 | |
| 0.8931 | 208.91 | |
| 0.0241 | 2.95 |
Estimation Period:
Mar 16, 2006 to Feb 13, 2026
Mar 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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