Sao Mai Construction Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.30% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1396 | 14.77 | |
| 0.1099 | 15.08 | |
| 0.8798 | 182.96 | |
| -0.0043 | -0.44 |
Estimation Period:
Jan 26, 2010 to Feb 13, 2026
Jan 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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