Pigeon Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.45% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2103 | 3.86 | |
| 0.2289 | 7.63 | |
| 0.8171 | 15.94 | |
| 0.1067 | 3.60 |
Estimation Period:
May 16, 2023 to Feb 6, 2026
May 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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