Soosan Int Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.34% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1421 | 10.89 | |
| 0.1477 | 13.49 | |
| 0.8706 | 125.35 | |
| -0.0367 | -1.52 |
Estimation Period:
Oct 11, 2016 to Feb 6, 2026
Oct 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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