Public Power Corporation Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.81% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 12.95 | |
| 0.0349 | 9.51 | |
| 0.9421 | 292.30 | |
| 0.0442 | 7.64 |
Estimation Period:
Dec 18, 2001 to Feb 6, 2026
Dec 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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