Pigeon Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.02% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 15.60 | |
| 0.1608 | 28.27 | |
| 0.9663 | 358.42 | |
| -0.0048 | -0.82 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
News Impact Curve
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