Sun-Create Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.40% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2096 | 19.66 | |
| 0.0964 | 17.79 | |
| 0.9007 | 341.82 | |
| -0.0328 | -4.22 |
Estimation Period:
May 10, 2004 to Feb 13, 2026
May 10, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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