PCI-PAL PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.26% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8827 | 10.34 | |
| 0.1256 | 10.07 | |
| 0.6929 | 28.71 | |
| -0.0207 | -0.77 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
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