Petra Diamonds Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.63% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 6.37 | |
| 0.0105 | 8.44 | |
| 0.9717 | 831.91 | |
| 0.0340 | 11.31 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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