Pegasus Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.61% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9550 | 6.23 | |
| 0.1827 | 6.72 | |
| 0.6459 | 13.57 | |
| -0.0391 | -2.75 | |
| 0.0585 | 2.96 | |
| -0.0273 | -1.51 |
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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