SKYCITY Entertainment Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.56% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 13.74 | |
| 0.0701 | 9.94 | |
| 0.9045 | 192.12 | |
| 0.0013 | 0.15 |
Estimation Period:
May 13, 1999 to Feb 13, 2026
May 13, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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