S P Capital Financing Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.41% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 10.55 | |
| 0.0749 | 14.13 | |
| 0.9206 | 333.32 | |
| -0.0014 | -0.14 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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