Pds Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.55% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5530 | 16.79 | |
| 0.1893 | 15.05 | |
| 0.7173 | 70.17 | |
| 0.0207 | 0.92 |
Estimation Period:
Oct 21, 2014 to Feb 6, 2026
Oct 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities