PNC Process Systems Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.11% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3079 | 11.72 | |
| 0.1059 | 13.91 | |
| 0.9027 | 236.01 | |
| -0.0720 | -7.25 |
Estimation Period:
Jan 13, 2017 to Feb 13, 2026
Jan 13, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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