Pacific Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.83% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 13.67 | |
| 0.1417 | 26.16 | |
| 0.8696 | 312.26 | |
| -0.0226 | -3.09 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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