Steel & Tube Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.52% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 9.92 | |
| 0.0287 | 10.32 | |
| 0.9481 | 406.93 | |
| 0.0218 | 4.87 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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