PCBL CHEMICAL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.03% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1713 | 6.88 | |
| 0.1792 | 3.71 | |
| 0.5439 | 6.65 | |
| 0.0900 | 1.57 | |
| -0.2422 | -2.84 | |
| 0.2815 | 4.33 | |
| -0.2697 | -4.23 | |
| 0.3034 | 5.02 | |
| -0.2189 | -3.40 | |
| 0.0506 | 0.81 | |
| -0.0482 | -0.57 | |
| 0.1280 | 1.17 | |
| -0.1645 | -1.26 |
Estimation Period:
Jul 18, 1996 to Feb 6, 2026
Jul 18, 1996 to Feb 6, 2026
News Impact Curve
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