Premier Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.08% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 6.53 | |
| 0.0053 | 4.65 | |
| 0.9719 | 870.09 | |
| 0.0407 | 12.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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