Pak Elektron GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.15% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3302 | 17.59 | |
| 0.1039 | 16.48 | |
| 0.8529 | 219.19 | |
| 0.0435 | 3.59 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities