PPK Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.58% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 14.57 | |
| 0.0750 | 17.67 | |
| 0.9239 | 461.49 | |
| 0.0021 | 0.26 |
Estimation Period:
Dec 22, 1994 to Feb 6, 2026
Dec 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PPK Group Limited Analyses
Other GJR-GARCH Analyses on International Equities