Netbay PCL GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.36% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1720 | 6.96 | |
| 0.0452 | 9.45 | |
| 0.9239 | 111.80 |
Estimation Period:
Jun 16, 2016 to Feb 20, 2026
Jun 16, 2016 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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