Sahana System Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.15% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.83 | |
| 0.1699 | 4.48 | |
| 0.4767 | 12.60 | |
| -0.1506 | -2.93 |
Estimation Period:
Jun 12, 2023 to Feb 6, 2026
Jun 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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