Pacific Edge Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.94% (-6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8160 | 12.12 | |
| 0.1814 | 13.38 | |
| 0.8284 | 140.45 | |
| -0.0221 | -1.13 |
Estimation Period:
Dec 3, 2003 to Feb 5, 2026
Dec 3, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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