SFC Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.86% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4013 | 4.59 | |
| 0.1221 | 3.65 | |
| 0.7838 | 29.89 | |
| -0.0461 | -0.87 |
Estimation Period:
Oct 6, 2023 to Feb 6, 2026
Oct 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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