Ph Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.07% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3991 | 8.14 | |
| 0.2136 | 10.40 | |
| 0.7704 | 81.48 | |
| -0.0260 | -0.75 |
Estimation Period:
Mar 19, 2012 to Feb 13, 2026
Mar 19, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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