Sdn Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.45% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6095 | 12.97 | |
| 0.0984 | 13.75 | |
| 0.8675 | 143.36 | |
| -0.0114 | -1.00 |
Estimation Period:
May 19, 2009 to Feb 13, 2026
May 19, 2009 to Feb 13, 2026
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