P E Analytics Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.98% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.86 | |
| 0.1786 | 6.03 | |
| 0.3617 | 8.08 | |
| -0.0727 | -1.74 |
Estimation Period:
Apr 4, 2022 to Jan 30, 2026
Apr 4, 2022 to Jan 30, 2026
News Impact Curve
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