Irpc PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.86% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 14.94 | |
| 0.0619 | 13.91 | |
| 0.9238 | 461.46 | |
| 0.0259 | 2.25 |
Estimation Period:
Apr 21, 1995 to Feb 6, 2026
Apr 21, 1995 to Feb 6, 2026
News Impact Curve
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