Skymark Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.22% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8833 | 16.14 | |
| 0.1828 | 17.46 | |
| 0.7559 | 83.44 | |
| 0.0071 | 0.46 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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