SinoMedia Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.95% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8561 | 17.61 | |
| 0.1919 | 16.04 | |
| 0.7168 | 75.04 | |
| 0.0459 | 1.74 |
Estimation Period:
Jul 8, 2008 to Feb 6, 2026
Jul 8, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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