Saksoft Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.38% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0053 | 17.95 | |
| 0.0909 | 14.45 | |
| 0.8074 | 106.21 | |
| 0.0429 | 3.47 |
Estimation Period:
Dec 28, 2005 to Feb 13, 2026
Dec 28, 2005 to Feb 13, 2026
News Impact Curve
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