Southeast Asia Commercial Joint Stock Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.66% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7493 | 11.65 | |
| 0.4770 | 10.18 | |
| 0.3968 | 14.84 | |
| -0.0668 | -0.69 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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