Piccadily Sugar & Allied GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.72% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5678 | 17.74 | |
| 0.1626 | 16.32 | |
| 0.8156 | 140.30 | |
| -0.0221 | -1.50 |
Estimation Period:
Jun 5, 2012 to Feb 6, 2026
Jun 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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