Skymark Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:32.92% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8036 | 13.62 | |
| 0.1972 | 3.15 | |
| 0.0000 | 0.00 | |
| 0.0250 | 0.29 |
Estimation Period:
Dec 7, 2023 to Jan 30, 2026
Dec 7, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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