Southern Sun Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.05% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2790 | 10.23 | |
| 0.1119 | 11.92 | |
| 0.8554 | 146.60 | |
| 0.0321 | 1.64 |
Estimation Period:
Jun 12, 2019 to Feb 6, 2026
Jun 12, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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