Saftec Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.73% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.84 | |
| 0.0153 | 10.41 | |
| 0.9782 | 1,065.61 | |
| 0.0130 | 3.95 |
Estimation Period:
Oct 3, 1995 to Feb 13, 2026
Oct 3, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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