Safko Spinning Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.94% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0814 | 8.23 | |
| 0.1022 | 17.70 | |
| 0.9120 | 257.83 | |
| -0.0282 | -3.83 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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