Pacific Global Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:213.29% (-18.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7240 | 5.17 | |
| 0.0814 | 5.94 | |
| 0.8406 | 68.69 | |
| 0.1560 | 2.27 |
Estimation Period:
May 19, 2014 to Dec 5, 2025
May 19, 2014 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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