Pharmanutra SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.31% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 2.76 | |
| 0.0316 | 5.38 | |
| 0.9201 | 71.62 | |
| 0.0599 | 3.47 |
Estimation Period:
Jan 4, 2021 to Feb 6, 2026
Jan 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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