Packages Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.66% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2619 | 16.69 | |
| 0.0852 | 17.04 | |
| 0.8449 | 147.14 | |
| 0.0490 | 4.76 |
Estimation Period:
Feb 13, 1993 to Feb 6, 2026
Feb 13, 1993 to Feb 6, 2026
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