SAS Dragon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.59% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 10.42 | |
| 0.0448 | 12.59 | |
| 0.9413 | 374.13 | |
| 0.0139 | 2.09 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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