South Basic Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.95% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3142 | 15.33 | |
| 0.1094 | 12.23 | |
| 0.8359 | 131.61 | |
| -0.0061 | -0.39 |
Estimation Period:
Mar 18, 2015 to Feb 6, 2026
Mar 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other South Basic Chemicals Ltd Analyses
Other GJR-GARCH Analyses on International Equities