Penta-Ocean Construction Co GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:69.88% (+20.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2321 | 18.91 | |
| 0.1342 | 31.91 | |
| 0.8450 | 189.38 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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