Pacific Denims Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.45% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 3.79 | |
| 0.1353 | 31.61 | |
| 0.8633 | 159.84 | |
| 0.5160 | 5.01 |
Estimation Period:
Feb 7, 2017 to Feb 5, 2026
Feb 7, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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