Pacific Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.06% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2932 | 13.53 | |
| 0.0598 | 16.38 | |
| 0.8754 | 141.63 | |
| 0.0462 | 5.50 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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