PCBL CHEMICAL Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.14% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1240 | 16.09 | |
| 0.1316 | 17.14 | |
| 0.7730 | 81.77 | |
| 0.0401 | 3.08 |
Estimation Period:
Jul 18, 1996 to Feb 6, 2026
Jul 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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