Ukraine PFTS Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.49% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.31 | |
| 0.0860 | 10.75 | |
| 0.9290 | 353.91 | |
| -0.0300 | -2.56 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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