C Sun Manufacturing Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.47% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2691 | 21.24 | |
| 0.1531 | 22.39 | |
| 0.8210 | 170.94 | |
| -0.0403 | -4.05 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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