Namyong Terminal PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.56% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 11.97 | |
| 0.0802 | 14.47 | |
| 0.9264 | 287.43 | |
| -0.0501 | -8.14 |
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Nov 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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