Sparx Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.45% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1357 | 11.05 | |
| 0.0531 | 15.80 | |
| 0.9274 | 174.28 | |
| 0.0391 | 3.87 |
Estimation Period:
Mar 4, 2002 to Feb 13, 2026
Mar 4, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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