Peel Mining Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.63% (+7.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3483 | 9.46 | |
| 0.0391 | 9.74 | |
| 0.9465 | 339.48 | |
| 0.0131 | 1.69 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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