SIS International Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.74% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3019 | 9.39 | |
| 0.1102 | 8.22 | |
| 0.8639 | 113.86 | |
| 0.0130 | 0.60 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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