System Engr Consultants Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.55% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2230 | 17.23 | |
| 0.1071 | 20.89 | |
| 0.8699 | 190.31 | |
| 0.0204 | 1.88 |
Estimation Period:
Jun 11, 2004 to Feb 10, 2026
Jun 11, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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