Pae Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:95.90% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3803 | 6.40 | |
| 0.1728 | 14.88 | |
| 0.8679 | 40.41 | |
| 0.0294 | 2.49 |
Estimation Period:
May 4, 2011 to Jan 16, 2026
May 4, 2011 to Jan 16, 2026
News Impact Curve
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