Sunday Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.63% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2447 | 13.64 | |
| 0.2404 | 12.66 | |
| 0.7567 | 66.10 | |
| -0.0856 | -3.36 |
Estimation Period:
Jul 18, 1995 to Feb 13, 2026
Jul 18, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sunday Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities