Sg Holdings Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.15% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5656 | 11.49 | |
| 0.1548 | 8.55 | |
| 0.7196 | 30.92 | |
| -0.0747 | -2.86 |
Estimation Period:
Dec 13, 2017 to Feb 13, 2026
Dec 13, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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