Sundrug Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.73% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1775 | 9.47 | |
| 0.0867 | 10.75 | |
| 0.8762 | 151.65 | |
| 0.0164 | 1.12 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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