Pason Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.53% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 10.43 | |
| 0.0096 | 7.98 | |
| 0.9504 | 523.04 | |
| 0.0576 | 12.29 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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