Pacific Denims Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:45.27% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7682 | 2.28 | |
| 0.2259 | 5.82 | |
| 0.7681 | 20.19 | |
| 2.2575 | 1.01 | |
| -4.1774 | -1.12 | |
| 0.3823 | 0.12 | |
| 6.6398 | 2.69 | |
| -7.8661 | -3.81 | |
| -0.3298 | -0.14 | |
| 8.6904 | 3.11 | |
| -7.6900 | -2.49 | |
| 0.9905 | 0.43 | |
| 1.7517 | 1.42 |
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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