Sunac China Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:98.41% (-5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3344 | 13.66 | |
| 0.0890 | 10.74 | |
| 0.8741 | 189.32 | |
| 0.0537 | 3.54 |
Estimation Period:
Oct 7, 2010 to Feb 6, 2026
Oct 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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