Sunshine Insurance Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.90% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1774 | 8.41 | |
| 0.1135 | 6.16 | |
| 0.8914 | 156.36 | |
| -0.0532 | -2.14 |
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Dec 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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