Summerset Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.23% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2916 | 19.09 | |
| 0.1123 | 11.12 | |
| 0.7228 | 63.00 | |
| 0.0486 | 2.68 |
Estimation Period:
Nov 1, 2011 to Feb 13, 2026
Nov 1, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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