Netbay PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.07% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 4.86 | |
| 0.0913 | 7.90 | |
| 0.9780 | 195.64 | |
| 0.0026 | 0.35 |
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Jun 16, 2016 to Feb 13, 2026
News Impact Curve
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