Syscom Computer Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.31% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1972 | 21.22 | |
| 0.1034 | 18.20 | |
| 0.8795 | 240.63 | |
| -0.0371 | -4.05 |
Estimation Period:
Jan 8, 2002 to Feb 6, 2026
Jan 8, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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