Picic Insurance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.21% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0593 | 17.39 | |
| 0.0733 | 11.79 | |
| 0.8872 | 202.89 | |
| 0.0179 | 1.53 |
Estimation Period:
Apr 10, 2008 to Feb 6, 2026
Apr 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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