S&J Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.31% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6983 | 9.36 | |
| 0.2041 | 4.55 | |
| 0.6162 | 21.08 | |
| -0.0421 | -0.56 |
Estimation Period:
Dec 15, 2023 to Feb 6, 2026
Dec 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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