Pcl Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 11th, 2025:44.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7248 | 13.40 | |
| 0.1789 | 12.43 | |
| 0.7767 | 79.17 | |
| -0.0271 | -1.13 |
Estimation Period:
Feb 23, 2017 to Jun 2, 2025
Feb 23, 2017 to Jun 2, 2025
News Impact Curve
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