Sofcom Systems Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:76.59% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 5.68 | |
| 0.0462 | 7.29 | |
| 0.9402 | 224.87 | |
| 0.0255 | 2.95 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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