Synthetic Products Ent Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.24% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3421 | 14.63 | |
| 0.0954 | 8.13 | |
| 0.8753 | 122.32 | |
| -0.0244 | -1.03 |
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Feb 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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