Pegasus Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.90% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9659 | 6.14 | |
| 0.1829 | 6.78 | |
| 0.6503 | 13.85 | |
| -0.0376 | -2.68 | |
| 0.0548 | 2.90 | |
| -0.0194 | -2.43 |
Estimation Period:
Feb 23, 2006 to Feb 6, 2026
Feb 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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