PBT Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.33% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 9.33 | |
| 0.1991 | 21.20 | |
| 0.9670 | 223.44 | |
| 0.0255 | 3.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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