Pacific Denims Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:44.95% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1259 | 7.46 | |
| 0.0846 | 14.27 | |
| 0.8676 | 159.99 | |
| 0.0955 | 4.98 |
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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