Pan International Industrial EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.95% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 20.82 | |
| 0.1697 | 26.88 | |
| 0.9687 | 594.63 | |
| -0.0045 | -1.42 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pan International Industrial Analyses
Other EGARCH Analyses on International Equities