Purple Biotech Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.49% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9082 | 9.77 | |
| 0.2544 | 7.72 | |
| 0.6865 | 29.27 | |
| -0.0700 | -1.48 |
Estimation Period:
Nov 20, 2015 to Feb 13, 2026
Nov 20, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purple Biotech Ltd Analyses
Other GJR-GARCH Analyses on Depositary Receipts