Sata Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.08% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 16.52 | |
| 0.0685 | 20.14 | |
| 0.9194 | 384.36 | |
| 0.0242 | 3.84 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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