Create Sd Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.03% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 8.72 | |
| 0.0430 | 15.60 | |
| 0.9517 | 288.13 | |
| -0.0092 | -1.96 |
Estimation Period:
Feb 13, 2004 to Feb 13, 2026
Feb 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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