SU Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:117.11% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.43 | |
| 0.0132 | 1.12 | |
| 0.8755 | 36.83 | |
| 0.2037 | 1.75 |
Estimation Period:
Jan 31, 2024 to Feb 13, 2026
Jan 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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