Propdo Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.49% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9236 | 6.99 | |
| 0.0259 | 2.77 | |
| 0.7084 | 24.82 | |
| 0.1621 | 4.23 |
Estimation Period:
Aug 22, 2022 to Feb 6, 2026
Aug 22, 2022 to Feb 6, 2026
News Impact Curve
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