Pigeon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.95% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1515 | 14.61 | |
| 0.0679 | 15.27 | |
| 0.9047 | 233.84 | |
| -0.0021 | -0.31 |
Estimation Period:
Aug 9, 1994 to Feb 13, 2026
Aug 9, 1994 to Feb 13, 2026
News Impact Curve
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