Pitti Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.01% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4398 | 13.72 | |
| 0.0485 | 13.38 | |
| 0.9013 | 169.94 | |
| 0.0296 | 4.00 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pitti Engineering Ltd Analyses
Other GJR-GARCH Analyses on International Equities