Pacific Denims Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:44.83% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0519 | 8.78 | |
| 0.8134 | 22.65 | |
| 0.1132 | 6.73 | |
| 2.0371 | 0.55 | |
| 0.8090 | 0.55 | |
| 0.0000 | 0.00 |
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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