Pepper Food Service Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.83% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4824 | 12.80 | |
| 0.1765 | 14.64 | |
| 0.8030 | 119.54 | |
| -0.0400 | -2.26 |
Estimation Period:
Sep 21, 2006 to Feb 6, 2026
Sep 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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