Sino Ocean Service Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.43% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4379 | 17.06 | |
| 0.2727 | 10.46 | |
| 0.5795 | 34.81 | |
| 0.0054 | 0.11 |
Estimation Period:
Dec 17, 2020 to Feb 6, 2026
Dec 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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