SD System Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:82.55% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6936 | 21.68 | |
| 0.4679 | 10.82 | |
| 0.3451 | 27.07 | |
| 0.0328 | 0.47 |
Estimation Period:
Jul 16, 2010 to Feb 13, 2026
Jul 16, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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