Skyfame Realty Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:18.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1618 | 14.60 | |
| 0.0944 | 12.66 | |
| 0.8768 | 182.55 | |
| 0.0575 | 3.80 |
Estimation Period:
Jan 2, 2007 to May 30, 2025
Jan 2, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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