Perubar SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:54.95% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 4.70 | |
| 0.0826 | 16.14 | |
| 0.8969 | 200.96 | |
| 0.0410 | 3.71 |
Estimation Period:
Jul 1, 1994 to Dec 19, 2025
Jul 1, 1994 to Dec 19, 2025
News Impact Curve
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