Pacific Denims Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:55.42% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7783 | 2.18 | |
| 0.2271 | 5.78 | |
| 0.7666 | 19.87 | |
| 2.3392 | 1.06 | |
| -4.2777 | -1.16 | |
| 0.3784 | 0.12 | |
| 6.7142 | 2.71 | |
| -7.9615 | -3.86 | |
| -0.2604 | -0.11 | |
| 8.6246 | 3.09 | |
| -7.5196 | -2.42 | |
| 0.4528 | 0.19 | |
| 4.0325 | 1.95 |
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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