Pengo Holdings Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.75% (+42.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0125 | 6.12 | |
| 0.2410 | 4.40 | |
| 0.7240 | 23.26 | |
| 0.0700 | 0.76 |
Estimation Period:
Mar 27, 2019 to Feb 6, 2026
Mar 27, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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