Pkp Cargo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.50% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2784 | 9.25 | |
| 0.0695 | 12.70 | |
| 0.8738 | 135.52 | |
| 0.0266 | 2.37 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
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