SKYCITY Entertainment Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.61% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 13.73 | |
| 0.0705 | 9.93 | |
| 0.9041 | 191.06 | |
| 0.0013 | 0.14 |
Estimation Period:
May 13, 1999 to Feb 6, 2026
May 13, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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