Sun Art Retail Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.41% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 7.64 | |
| 0.0341 | 12.93 | |
| 0.9680 | 415.45 | |
| -0.0084 | -1.70 |
Estimation Period:
Jul 27, 2011 to Feb 6, 2026
Jul 27, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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