Prima Meat Packers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.74% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 12.22 | |
| 0.0607 | 21.22 | |
| 0.9155 | 381.93 | |
| 0.0343 | 6.20 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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