SAJ Hotels Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.43% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.95 | |
| 0.5915 | 6.88 | |
| 0.0341 | 2.80 | |
| -0.0130 | -0.09 |
Estimation Period:
Oct 7, 2024 to Feb 13, 2026
Oct 7, 2024 to Feb 13, 2026
News Impact Curve
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