Sp Systems Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.31% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6207 | 11.19 | |
| 0.2308 | 12.74 | |
| 0.8174 | 69.44 | |
| -0.0990 | -5.22 |
Estimation Period:
Aug 14, 2019 to Jan 30, 2026
Aug 14, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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