Pcc Rokita Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.24% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4646 | 10.69 | |
| 0.1509 | 7.76 | |
| 0.7820 | 49.71 | |
| -0.0112 | -0.31 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pcc Rokita Sa Analyses
Other GJR-GARCH Analyses on International Equities