Pcc Rokita Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.17% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 8.00 | |
| 0.0608 | 7.48 | |
| 0.9403 | 245.56 | |
| -0.0306 | -3.12 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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