Swancor Advanced Materials Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.12% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7229 | 9.33 | |
| 0.2114 | 12.26 | |
| 0.7866 | 61.43 | |
| -0.0915 | -3.89 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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