Parkson Retail Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.52% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0488 | 6.11 | |
| 0.1161 | 4.82 | |
| 0.6904 | 12.58 | |
| 0.3310 | 1.77 | |
| -0.7462 | -2.71 | |
| 0.8167 | 4.71 | |
| -0.6126 | -3.99 | |
| 0.3572 | 1.54 | |
| -0.2897 | -0.77 | |
| 0.2749 | 0.70 | |
| -0.1643 | -0.60 | |
| -0.0766 | -0.37 | |
| 0.3560 | 1.16 |
Estimation Period:
Nov 30, 2005 to Feb 6, 2026
Nov 30, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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