Plaza Wires Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.93% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5999 | 11.43 | |
| 0.1875 | 8.23 | |
| 0.7201 | 40.06 | |
| -0.0132 | -0.36 |
Estimation Period:
Oct 12, 2023 to Feb 6, 2026
Oct 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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