Purple Finance Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.12% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4786 | 14.51 | |
| 0.3455 | 7.41 | |
| 0.4554 | 20.35 | |
| -0.1047 | -1.10 |
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Jun 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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