Peet Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.78% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3038 | 17.52 | |
| 0.0962 | 15.08 | |
| 0.8222 | 145.70 | |
| 0.0406 | 2.71 |
Estimation Period:
Aug 5, 2004 to Feb 6, 2026
Aug 5, 2004 to Feb 6, 2026
News Impact Curve
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