SGH Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.47% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 11.10 | |
| 0.0140 | 8.91 | |
| 0.9383 | 323.65 | |
| 0.0666 | 10.15 |
Estimation Period:
Apr 30, 2010 to Feb 13, 2026
Apr 30, 2010 to Feb 13, 2026
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