Sonadezi Chau Duc Shareholdi GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.61% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3591 | 11.32 | |
| 0.0268 | 5.32 | |
| 0.8945 | 154.18 | |
| 0.0632 | 6.07 |
Estimation Period:
Jun 18, 2019 to Feb 6, 2026
Jun 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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