Parkson Retail Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.03% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2103 | 15.12 | |
| 0.2168 | 26.28 | |
| 0.9188 | 167.97 | |
| 0.0227 | 3.11 |
Estimation Period:
Nov 30, 2005 to Feb 6, 2026
Nov 30, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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