Pegasus Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.54% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1473 | 17.85 | |
| 0.6581 | 51.09 | |
| 0.0546 | 4.30 | |
| 0.0060 | 0.98 | |
| 0.0039 | 2.40 | |
| 0.9953 | 562.01 |
Estimation Period:
Feb 23, 2006 to Feb 10, 2026
Feb 23, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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