Pexa Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.11% (-9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9666 | 10.46 | |
| 0.2545 | 6.42 | |
| 0.3261 | 6.16 | |
| -0.0163 | -0.26 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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