Sunway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.17% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3907 | 16.42 | |
| 0.1747 | 19.31 | |
| 0.8150 | 127.59 | |
| -0.0679 | -5.73 |
Estimation Period:
May 7, 2012 to Feb 6, 2026
May 7, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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