Sus Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.08% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9422 | 9.41 | |
| 0.1556 | 8.66 | |
| 0.7897 | 51.41 | |
| -0.0486 | -2.28 |
Estimation Period:
Sep 13, 2017 to Feb 13, 2026
Sep 13, 2017 to Feb 13, 2026
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