Porr Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.32% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 12.34 | |
| 0.0709 | 9.84 | |
| 0.9099 | 176.06 | |
| 0.0179 | 1.69 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
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