Supra Pacific Financial Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.07% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 10.66 | |
| 0.1487 | 6.67 | |
| 0.8706 | 178.25 | |
| -0.0386 | -1.06 |
Estimation Period:
Nov 23, 2016 to Feb 6, 2026
Nov 23, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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