Southern Petrochem Ind Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.32% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6678 | 24.74 | |
| 0.1140 | 24.72 | |
| 0.8524 | 215.13 | |
| -0.0328 | -4.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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