PBT Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:95.13% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3353 | 7.12 | |
| 0.1428 | 13.34 | |
| 0.8660 | 166.00 | |
| -0.0395 | -2.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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