Perennial International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.91% (-4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3749 | 12.77 | |
| 0.1384 | 13.15 | |
| 0.7875 | 92.78 | |
| 0.0846 | 4.04 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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