Pcl Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 11th, 2025:0.01% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9649 | 3.31 | |
| 0.5074 | 21.80 | |
| 0.4909 | 20.93 | |
| -0.9741 | -0.28 | |
| -0.7510 | -0.16 | |
| 3.3225 | 1.13 | |
| -1.9506 | -0.67 | |
| -0.5039 | -0.21 | |
| 1.1377 | 0.53 | |
| 0.0038 | 0.00 | |
| -0.6491 | -0.31 | |
| 2.9594 | 0.79 | |
| -70.2495 | -9.67 |
Estimation Period:
Feb 23, 2017 to Jun 2, 2025
Feb 23, 2017 to Jun 2, 2025
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