Pcc Rokita Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.94% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1902 | 11.36 | |
| 0.2643 | 16.57 | |
| 0.9016 | 91.80 | |
| 0.0141 | 1.22 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
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