B&P Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3633 | 6.99 | |
| 0.1579 | 9.72 | |
| 0.7873 | 38.08 | |
| 0.0208 | 0.69 |
Estimation Period:
Jul 24, 2019 to Feb 13, 2026
Jul 24, 2019 to Feb 13, 2026
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