San Ju San Fin Grp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.11% (+20.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3890 | 23.24 | |
| 0.2422 | 13.15 | |
| 0.6296 | 50.49 | |
| 0.0411 | 1.32 |
Estimation Period:
Apr 2, 2018 to Feb 10, 2026
Apr 2, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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