Pure Foods Tasmania Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:103.54% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9674 | 3.88 | |
| 0.0612 | 6.64 | |
| 0.8739 | 165.57 | |
| 0.0999 | 3.55 |
Estimation Period:
Dec 19, 2005 to Feb 13, 2026
Dec 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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