Soosan Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.01% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4403 | 9.05 | |
| 0.2085 | 10.31 | |
| 0.7663 | 61.67 | |
| -0.0667 | -2.30 |
Estimation Period:
Aug 1, 2022 to Feb 13, 2026
Aug 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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