Peppermint Innovation Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:234.09% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9130 | 10.04 | |
| 0.0499 | 8.03 | |
| 0.8864 | 165.90 | |
| 0.1092 | 8.85 |
Estimation Period:
May 29, 2008 to Jan 2, 2026
May 29, 2008 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other Peppermint Innovation Limited Analyses
Other GJR-GARCH Analyses on International Equities