Union Auction Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.19% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 9.24 | |
| 0.0866 | 10.23 | |
| 0.8596 | 100.93 | |
| 0.0220 | 1.27 |
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Aug 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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