Pegasus International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.11% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3795 | 8.81 | |
| 0.5414 | 7.02 | |
| 0.5098 | 24.85 | |
| -0.1023 | -0.81 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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