Sitoy Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.15% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6766 | 15.61 | |
| 0.1538 | 10.46 | |
| 0.6345 | 35.87 | |
| -0.0428 | -1.93 |
Estimation Period:
Dec 6, 2011 to Feb 13, 2026
Dec 6, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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