Enjoy Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.12% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 12.25 | |
| 0.0818 | 6.95 | |
| 0.8987 | 157.47 | |
| 0.0321 | 1.89 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
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