Pacific Current Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 10.33 | |
| 0.0256 | 11.06 | |
| 0.9530 | 558.65 | |
| 0.0225 | 3.86 |
Estimation Period:
Jan 16, 1996 to Feb 6, 2026
Jan 16, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pacific Current Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities