PPC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.76% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 12.18 | |
| 0.0251 | 13.00 | |
| 0.9686 | 689.86 | |
| 0.0026 | 0.86 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
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