Parrot SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.93% (-6.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9256 | 17.36 | |
| 0.1659 | 24.40 | |
| 0.7687 | 86.38 |
Estimation Period:
Jun 27, 2006 to Feb 6, 2026
Jun 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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