Union Auction Pcl EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.83% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 6.18 | |
| 0.0870 | 8.17 | |
| 0.9903 | 514.98 | |
| 0.0025 | 0.27 |
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Aug 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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