Sivarom Real Estate Public GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.19% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3232 | 4.45 | |
| 0.0567 | 5.73 | |
| 0.8423 | 74.82 | |
| 0.2021 | 3.92 |
Estimation Period:
Feb 8, 2023 to Feb 6, 2026
Feb 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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