Pinnacle Investment Management Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.30% (+9.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2866 | 14.62 | |
| 0.0533 | 10.55 | |
| 0.8988 | 218.14 | |
| 0.0449 | 4.73 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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