SICC Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:58.83% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5365 | 6.35 | |
| 0.0903 | 7.83 | |
| 0.8831 | 65.63 | |
| -0.0266 | -1.20 |
Estimation Period:
Jan 12, 2022 to Feb 13, 2026
Jan 12, 2022 to Feb 13, 2026
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