Pacific Current Group Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.24% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 12.88 | |
| 0.0428 | 27.34 | |
| 0.9456 | 437.98 |
Estimation Period:
Jan 16, 1996 to Feb 6, 2026
Jan 16, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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