Standard Chartered Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.74% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 3.73 | |
| 0.0024 | 0.84 | |
| 0.9748 | 327.44 | |
| 0.0377 | 7.79 |
Estimation Period:
Jan 21, 1997 to Jan 30, 2026
Jan 21, 1997 to Jan 30, 2026
News Impact Curve
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