Pnb Gilts Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.01% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6718 | 19.32 | |
| 0.2205 | 17.53 | |
| 0.7437 | 78.04 | |
| -0.0919 | -4.98 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pnb Gilts Ltd Analyses
Other GJR-GARCH Analyses on International Equities