Pico Far East Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.80% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 11.01 | |
| 0.0428 | 13.40 | |
| 0.9190 | 247.85 | |
| 0.0496 | 6.29 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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