Pasco Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.73% (-9.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4872 | 4.55 | |
| 0.1687 | 5.65 | |
| 0.7460 | 15.30 | |
| -0.1855 | -2.92 | |
| 0.3108 | 3.17 | |
| -0.2387 | -3.25 | |
| 0.1578 | 2.99 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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