SCREEN Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.51% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 13.79 | |
| 0.0280 | 14.11 | |
| 0.9422 | 540.27 | |
| 0.0342 | 7.50 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SCREEN Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities