Pss Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.75% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1221 | 7.73 | |
| 0.0755 | 7.21 | |
| 0.8955 | 104.82 | |
| 0.0111 | 0.60 |
Estimation Period:
Jan 6, 2023 to Feb 6, 2026
Jan 6, 2023 to Feb 6, 2026
News Impact Curve
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