Jujubee Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.38% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7036 | 10.35 | |
| 0.1096 | 8.36 | |
| 0.8487 | 78.68 | |
| -0.0524 | -2.68 |
Estimation Period:
Oct 20, 2015 to Feb 6, 2026
Oct 20, 2015 to Feb 6, 2026
News Impact Curve
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