Paragon Banking Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.53% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 14.29 | |
| 0.0482 | 13.31 | |
| 0.8937 | 232.43 | |
| 0.0650 | 7.58 |
Estimation Period:
Jan 31, 2008 to Feb 13, 2026
Jan 31, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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