Pacific Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.27% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7035 | 13.24 | |
| 0.1094 | 12.46 | |
| 0.8582 | 127.04 | |
| -0.0407 | -3.12 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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