Purple Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.50% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4111 | 11.96 | |
| 0.0638 | 9.61 | |
| 0.9040 | 240.43 | |
| 0.0531 | 4.88 |
Estimation Period:
Nov 18, 1998 to Feb 6, 2026
Nov 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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