Summerset Group Holdings Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.29% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6389 | 13.37 | |
| 0.0637 | 8.44 | |
| 0.7859 | 71.14 | |
| 0.1063 | 4.01 |
Estimation Period:
Jul 18, 2013 to Feb 6, 2026
Jul 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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