Par Drugs And Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.67% (-12.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4526 | 15.84 | |
| 0.3633 | 11.16 | |
| 0.3390 | 13.36 | |
| -0.0372 | -0.66 |
Estimation Period:
May 16, 2019 to Feb 6, 2026
May 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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