Sun Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.66% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7538 | 17.23 | |
| 0.1723 | 13.20 | |
| 0.7758 | 99.57 | |
| -0.0362 | -1.77 |
Estimation Period:
Mar 25, 2002 to Feb 13, 2026
Mar 25, 2002 to Feb 13, 2026
News Impact Curve
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