Pentamaster Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.45% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6471 | 13.14 | |
| 0.1074 | 10.39 | |
| 0.8391 | 125.65 | |
| 0.0080 | 0.50 |
Estimation Period:
Jul 22, 2003 to Feb 6, 2026
Jul 22, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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