Pha Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.22% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1150 | 16.44 | |
| 0.1965 | 29.09 | |
| 0.9463 | 276.53 | |
| -0.0065 | -1.15 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities