Pae Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:149.09% (-5.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8859 | 5.79 | |
| 0.0815 | 5.72 | |
| 0.8409 | 28.81 | |
| 0.3324 | 1.22 | |
| -0.4947 | -1.07 | |
| -0.0200 | -0.05 | |
| 0.5316 | 1.03 | |
| -1.0388 | -1.46 | |
| 1.4006 | 2.24 | |
| -0.7594 | -1.84 | |
| -0.6707 | -1.40 | |
| 2.6556 | 2.39 |
Estimation Period:
May 4, 2011 to Jan 16, 2026
May 4, 2011 to Jan 16, 2026
News Impact Curve
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