Electricity Generating Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.80% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.29 | |
| 0.0578 | 19.66 | |
| 0.9302 | 409.62 | |
| 0.0029 | 0.53 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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