SPC Global Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.04% (+16.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1902 | 3.50 | |
| 0.0416 | 7.52 | |
| 0.8901 | 121.12 | |
| 0.0980 | 4.24 |
Estimation Period:
Jun 29, 2012 to Feb 6, 2026
Jun 29, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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