Supreme Petrochem Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.16% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1995 | 17.68 | |
| 0.0816 | 15.52 | |
| 0.9116 | 313.38 | |
| -0.0263 | -3.34 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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