Pacific Metals Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:55.08% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3979 | 20.02 | |
| 0.0869 | 17.02 | |
| 0.8532 | 197.82 | |
| 0.0643 | 6.75 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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