Pba Infrastructure Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.54% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3340 | 8.33 | |
| 0.2545 | 31.85 | |
| 0.8793 | 58.77 | |
| 0.0483 | 4.04 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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