SOCAM Development Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.72% (+6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2876 | 12.13 | |
| 0.0948 | 12.19 | |
| 0.8657 | 157.37 | |
| 0.0187 | 1.36 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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