Socar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.61% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1687 | 9.04 | |
| 0.1473 | 5.49 | |
| 0.8348 | 62.43 | |
| 0.0101 | 0.28 |
Estimation Period:
Aug 22, 2022 to Feb 13, 2026
Aug 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities