System Research Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.81% (-12.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0207 | 20.75 | |
| 0.1487 | 10.69 | |
| 0.4064 | 18.92 | |
| 0.1084 | 4.19 |
Estimation Period:
Jun 13, 2005 to Feb 13, 2026
Jun 13, 2005 to Feb 13, 2026
News Impact Curve
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