Energypac Power Generation P Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:56.44% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4835 | 3.20 | |
| 0.3578 | 13.10 | |
| 0.6400 | 26.75 | |
| -0.6475 | -0.03 | |
| 0.8261 | 0.03 | |
| -36.8748 | -2.44 | |
| 123.4384 | 3.96 | |
| -190.3472 | -5.22 | |
| 223.7025 | 10.69 | |
| -245.0262 | -8.24 | |
| 222.3546 | 4.18 | |
| -140.4366 | -3.14 | |
| 51.3048 | 2.52 |
Estimation Period:
Jan 19, 2021 to Feb 5, 2026
Jan 19, 2021 to Feb 5, 2026
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