Electricity Generating Pcl AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.37% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 21.37 | |
| 0.0862 | 44.17 | |
| 0.8969 | 452.98 | |
| 0.0029 | 0.07 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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