Beyond Securities Pcl EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:98.21% (+8.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2681 | 13.78 | |
| 0.2377 | 17.52 | |
| 0.9262 | 144.43 | |
| 0.0493 | 3.99 |
Estimation Period:
Aug 14, 2001 to Feb 6, 2026
Aug 14, 2001 to Feb 6, 2026
News Impact Curve
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