Premier Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.70% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3086 | 15.89 | |
| 0.0552 | 20.32 | |
| 0.9252 | 408.66 | |
| 0.0094 | 1.81 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities