Prime Media Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.01% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5078 | 14.53 | |
| 0.1334 | 10.06 | |
| 0.8281 | 93.47 | |
| -0.0289 | -1.67 |
Estimation Period:
Aug 11, 1995 to Feb 6, 2026
Aug 11, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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