Parkson Retail Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.68% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9474 | 14.74 | |
| 0.1242 | 14.65 | |
| 0.8038 | 108.36 | |
| -0.0138 | -1.14 |
Estimation Period:
Nov 30, 2005 to Feb 13, 2026
Nov 30, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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