Sandon Capital Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.23% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1777 | 18.10 | |
| 0.1722 | 13.78 | |
| 0.7899 | 111.96 | |
| -0.0531 | -2.78 |
Estimation Period:
Dec 23, 2013 to Feb 6, 2026
Dec 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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