Sosandar PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.35% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5951 | 11.95 | |
| 0.0393 | 11.26 | |
| 0.9149 | 205.17 | |
| 0.0572 | 6.59 |
Estimation Period:
Jan 29, 2007 to Feb 6, 2026
Jan 29, 2007 to Feb 6, 2026
News Impact Curve
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