Bawag P.S.K. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.40% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2144 | 4.28 | |
| 0.0628 | 3.71 | |
| 0.8445 | 56.54 | |
| 0.0543 | 1.94 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
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