Sai Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.97% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2387 | 3.70 | |
| 0.2271 | 16.74 | |
| 0.7783 | 66.19 | |
| -0.0316 | -1.38 |
Estimation Period:
Apr 30, 2019 to Feb 13, 2026
Apr 30, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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