Penta-Ocean Construction Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:51.52% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2087 | 16.06 | |
| 0.0844 | 17.21 | |
| 0.8535 | 194.65 | |
| 0.0931 | 8.99 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Penta-Ocean Construction Co Analyses
Other GJR-GARCH Analyses on International Equities