Passat Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.37% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4632 | 10.54 | |
| 0.2943 | 18.12 | |
| 0.7384 | 32.17 | |
| 0.0653 | 3.97 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
News Impact Curve
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