Pae Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:116.45% (-6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9652 | 5.98 | |
| 0.0840 | 10.02 | |
| 0.8528 | 83.84 | |
| 0.0052 | 0.27 |
Estimation Period:
May 4, 2011 to Jan 16, 2026
May 4, 2011 to Jan 16, 2026
News Impact Curve
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