South China Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.79% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1449 | 12.59 | |
| 0.1323 | 18.43 | |
| 0.9141 | 273.75 | |
| -0.0926 | -12.80 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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