Premium Group Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.34% (-9.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4265 | 15.29 | |
| 0.0655 | 7.00 | |
| 0.4748 | 27.17 | |
| 0.4024 | 7.37 |
Estimation Period:
Dec 21, 2017 to Feb 13, 2026
Dec 21, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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