ST8 Holdings JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.63% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0448 | 22.86 | |
| 0.1911 | 13.72 | |
| 0.6828 | 79.87 | |
| -0.0217 | -0.99 |
Estimation Period:
Jan 22, 2009 to Feb 6, 2026
Jan 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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