Standard Ceramic Industris GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.16% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 7.17 | |
| 0.0975 | 15.10 | |
| 0.9148 | 300.62 | |
| -0.0247 | -2.36 |
Estimation Period:
Oct 5, 2009 to Feb 5, 2026
Oct 5, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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