Pennpetro Energy PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:49.46% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1046 | 1,046,300.00 | |
| 0.7680 | 7,680,380.00 | |
| 0.2547 | 0.00 |
Estimation Period:
Dec 26, 2017 to May 30, 2025
Dec 26, 2017 to May 30, 2025
News Impact Curve
Volatility Forecasts
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