SEM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.76% (-5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6246 | 6.36 | |
| 0.1601 | 4.52 | |
| 0.7334 | 27.52 | |
| 0.0369 | 0.49 |
Estimation Period:
Feb 14, 2020 to Feb 6, 2026
Feb 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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