Pasco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:101.72% (-9.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0202 | 14.37 | |
| 0.0558 | 8.50 | |
| 0.7934 | 120.44 | |
| 0.1997 | 9.94 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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