Scully Royalty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.94% (+5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2675 | 20.86 | |
| 0.1225 | 19.15 | |
| 0.8668 | 230.23 | |
| -0.0061 | -0.71 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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