Parkin Company P J S C GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.43% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4395 | 10.23 | |
| 0.4096 | 6.36 | |
| 0.6108 | 22.48 | |
| -0.2215 | -2.14 |
Estimation Period:
Mar 21, 2024 to Feb 13, 2026
Mar 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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