Satudora Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.46% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 14.68 | |
| 0.2591 | 11.74 | |
| 0.6946 | 58.10 | |
| -0.0882 | -3.00 |
Estimation Period:
Nov 18, 2003 to Feb 13, 2026
Nov 18, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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