Sci Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.05% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9846 | 21.09 | |
| 0.1247 | 16.69 | |
| 0.7779 | 123.63 | |
| 0.0295 | 2.12 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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