Soma Textiles & Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.08% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2745 | 18.57 | |
| 0.1945 | 16.51 | |
| 0.7444 | 93.92 | |
| -0.0220 | -1.06 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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