Penta-Ocean Construction Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.49% (+11.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0953 | 17.45 | |
| 0.2349 | 35.13 | |
| 0.9571 | 393.05 | |
| -0.0405 | -7.24 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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