Advanced Info Service PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.67% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 14.60 | |
| 0.0489 | 19.99 | |
| 0.9441 | 590.41 | |
| 0.0092 | 2.29 |
Estimation Period:
Dec 30, 1991 to Feb 6, 2026
Dec 30, 1991 to Feb 6, 2026
News Impact Curve
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