Paul Merchants Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.60% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6594 | 10.77 | |
| 0.1300 | 14.23 | |
| 0.8099 | 83.69 | |
| 0.0019 | 0.14 |
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Apr 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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