Phantom Digital Effects Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.82% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2666 | 8.59 | |
| 0.1423 | 7.72 | |
| 0.4657 | 10.54 | |
| 0.1137 | 1.79 |
Estimation Period:
Oct 21, 2022 to Feb 13, 2026
Oct 21, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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