Soho Holly Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.67% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2270 | 20.10 | |
| 0.1136 | 21.70 | |
| 0.8757 | 282.21 | |
| -0.0225 | -2.43 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Soho Holly Corp Analyses
Other GJR-GARCH Analyses on International Equities