Ppap Automotive Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.13% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4399 | 17.09 | |
| 0.0866 | 10.71 | |
| 0.7290 | 60.08 | |
| 0.0453 | 2.66 |
Estimation Period:
Jan 17, 2008 to Feb 6, 2026
Jan 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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