Peninsula Land Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.65% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5576 | 20.17 | |
| 0.0940 | 23.96 | |
| 0.8761 | 249.16 | |
| 0.0004 | 0.05 |
Estimation Period:
Feb 20, 1995 to Feb 6, 2026
Feb 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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