Patrys Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:92.55% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9232 | 11.12 | |
| 0.0489 | 9.56 | |
| 0.9103 | 220.67 | |
| 0.0643 | 7.09 |
Estimation Period:
Jul 13, 2007 to Feb 6, 2026
Jul 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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