Public Financial Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.40% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 9.97 | |
| 0.0752 | 20.87 | |
| 0.9106 | 334.64 | |
| 0.0285 | 3.66 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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