IT City PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.41% (+9.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 9.65 | |
| 0.0734 | 11.00 | |
| 0.9184 | 143.17 | |
| -0.0187 | -2.30 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities