IT City PCL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.12% (+10.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 13.64 | |
| 0.1814 | 16.34 | |
| 0.9665 | 323.02 | |
| 0.0313 | 4.08 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
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